Hacking existing programs

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I would like to change some of the functionality of the programs that came with my Kaiser. I'm at home developing on Windows and Linux but have never done any Windows Mobile development.

I know basically what I want to do but I need a little help with tools to get me started. What programs should I use to attach to my device, and how can I debug/step through running programs? I'm assuming things might be different when the program in question is native vs managed code and when I don't have the source code.

Any suggestions or pointers to good information would be greatly appreciated.