Do you want to install the out of the box solution?
If so, the installation is actually a cab file.
C:\Program Files\ArcGIS\Mobile10.0\Install (Win XP)
Take the cab file put it onto your GeoXT or Juno SC, via MS Active Sync.
Go onto the mobile device, browse to where you copied the file. Click on the cab file just once and it will install.
You may need compact framework .net 2.0, if you get any errors, during the installation or trying to run arcgis mobile. Google the error and you will be able to find the solutions. Most, if not all solutions have been posted here.
In order to download your project (created from Mobile Project Center) you need to make sure MS Active Sync is set to Internet mode or Network, then download the project and then you can use it.
On youtube there is a video made by Sabine Barrera.
If you have any problems google them and then let us know on the forums.