DOWNLOAD WINCE APPLICATION

I have write an application in Visual Studio 2005 under WINCE 5.
I can deploy it to the board. It is running fine. But when I power down and
up the board all the files are gone.
What is the problem?

keep your application file in resident flash

If I copy it in resident flash, when I try to run the application I get an
error saying that it can not be run. An application is missing.

how r u copying?

keep build mode in release and compile,then copy  application file  from
\bin\Release to resident flash.

If you open your Application project's properties then there is a list down
the left, click on Devices.

There you can set the Output File Folder. Change it to something like
\Resident Flash\MyApp or what ever...

Hello!
If your application use NETCF 3.5 you must rebuild WINCE with platform 
builder that include NETCF 3.5, same operation for SQLCE and/or SQLClient
library...