Thanks to Elizabeth at MS for the following post...

Perform these steps to setup Active Directory-Rights Management Services on your Windows Mobile phone:

  1. Before you can set up AD-RMS on your phone, you need to make sure that you have Active Directory-Rights Management Services installed on your computer. If you’re running Windows Vista, AD-RMS is already installed. If you’re running Windows XP, you’ll need to install it through Add or Remove Programs in the Control Panel (if you don’t see Rights Management Services listed in Add or Remove Programs, you can download it directly from the Microsoft Download Center).  If you are able to open protected content (a protected document in Office Word, for instance), you have AD-RMS properly installed and configured. Once you have AD-RMS installed, ensure that your computer is connected to your corporate network and to the domain.
  2. Connect your phone to your computer through a USB cable.
  3. If you’re using ActiveSync:
    1. In ActiveSync, on the Tools menu, click Advanced Tools > Activate Information Rights Management.
    2. In the Information Rights Management Activation dialog box, click Yes, and ActiveSync will try to activate IRM automatically.
    3. If ActiveSync isn’t able to access your credentials, you’ll be asked to re-enter the information, including your user name, password, and domain.  Click Retry.
    4. After you’ve successfully activated Information Rights Management, click OK.
  4. If you’re using Windows Mobile Device Center:
    1. Click Mobile Device Settings > Activate Information Rights Management.
    2. Enter your credentials (user name, password, domain), and click Activate.
    3. After you’ve successfully activated Information Rights Management, click Done.