My buddy over at the Windows Embedded team has made a couple of great posts on Windows CE 6.0 leading up to the Virtual Launch Event on the 1st of November 2006. His latest post is about writing Managed Applications using Visual Studio 2005 for Windows CE 6.0 and highlights what you need to be installed or copied onto the device for the debugger to work and application to be deployed properly.

Head on over here if you haven't already.