Step One: Download CF Installer to your PC
Save the .msi file download on this page anywhere on your computer.
Step Two: Run the Installer on Your PC
Run the .msi installer on your PC. Follow the screens and keep all the default settings.
Step Three: Connect Phone with ActiveSync
Once the installer says "The software will be installed at the next connection", connect your phone to the PC with ActiveSync.
Step Four: Follow Screens to install CF to Phone
Follow the screens to install CF to the "Device" (not Storage Card).
With More Detail:
To get started, download and save the installer file to any location your computer. Make sure ActiveSync is running before running the installer. Then, launch the file on your computer and proceed with the install process. Keep all the options as default.
After the installer is finished installing to your computer, it will show a message stating "The software will be installed at the next connection". At that point, connect your Phone to the computer with ActiveSync. Then follow the screens on your computer and phone to complete the installation.