I ran across this but I don't know anything about it. Just wanted to pass it along.
Try putting this in your mio, [Please Register or Login to download file] . The app is called Executability check. No installation is needed, just double click it from within the mio and browse to the program you are having difficulties running. And it will tell you if you're missing any dll files.
EDIT: This application appears that it might have limited information available. It will work with WinCE 4.2 but that might be all - might being the operative word here.