Today I found the "Windows Mobile Developer Power Toys" from MS.
So if you have a Windows Mobile PPC or smartphone look for
CECopy and maybe "RAPI Start".

CECopy can copy files from and to WM via Activesync from the commandline.
RAPI Start can run a program via Activesync from the commandline of the PC.

I will use CECopy to copy audio notes and photos and gpx-tracks from the PPC to my PC.