For those of you who don't know Brian Cross is a dev in the Windows Mobile group responsible for many of the APIs you use today. His pet project was to build a Windows Mobile piloted robot. We showcased his project on stage during MEDC Las Vegas.
He just recently updated his tutorials up on http://www.wimobot.com with tons of pictures and info on how you can build you own. he's also provided the source codes for WiMo.
Go straight to the Assembly portion of the tutorial here : http://www.wimobot.com/Assembly.aspx