So, now that I've posted a message saying it's not possible to use the two together, I found a newsgroup post that says otherwise.

http://groups.google.com/groups?q=About+ADOCE3.1+installing+on+PPC+2003+group:microsoft.public.windowsce.*&hl=en&lr=&ie=UTF-8&group=microsoft.public.windowsce.*&c2coff=1&selm=A97B44E8-BB4A-4380-8BB9-0725FB993B37%40microsoft.com&rnum=1

I haven't tried this myself to see if it really works.  I still think the Windows Mobile team recommends you don't do this -- you should still strongly consider migrating over to SQL-CE.

Sue