->Maxx - yes, just browse the the include and the lib folders in the separate sections. Make sure they end up *above* the platform SDK so that you override the older stuff included in there (if any).
->Benny - I'm not 100% sure whether Express supports PocketPC but I don't think so.
I've not used 2008 much yet. I ported some C++ projects up from 2005 and couldn't see much difference. Apparently there's a lot of good C# stuff, especially with Intellisense support (for which I use Resharper in 2005), and of course .NET 3.0 support.
Jim