in order to be able to run your own applications on a smartphone, or wm2005 device you need to remove certain locks from your device.
you can use XdaUtils/prapi.exe as an easy interface to change policies, and upload certificates.
on wm2005 also the provisioning api is locked by the rapi-policy, to unlock this you need to copy regeditSTG.exe to your device, and use it to set registry key 'HKLM\Security\Policies\Policies' valuename '0000101a' to dword:1
note: for the HTC P3600 (Trinity) you have to set the key '00001001' to dword:1 (default is 2)
(If you are not able to run any unsigned program to change your registry, try MobileRegistryEditor, which connect over ActiveSync and let you change the regkey without starting any program on the device.)
then use prapi.exe to upload a certificate to your device.
after this you can run applications signed with this certificate.
AKU2 update of orange
warning, the AKU2 update of orange blacklists this application. so if you have a orange phone with AKU2 and you did not set the CID to 11111111, you may be have a phone which you can no longr run unsigned software.
this application blacklisting is done via a LoaderRevocation entry in one of the operator*.provxml files.