The compact framework is so new that you probably won't find many (if any) books on it. This isn't really a problem though, you can just pick any good book on the .NET framework and learn how to program that. Then when you use Visual Studio 2003 and start a pocket pc project, it's pretty much the same thing except for the smaller form size. I started a pocket pc project without having to learn anything, you just program as you would normally. Sure there's some stuff that's in the regular framework that's not in the compact framework but if you're not touching some of the more advanced stuff you won't even know what's missing.
Unfortunately, Visual Studio .NET 2003 is only available to MSDN subscribers right now because it's in beta stage. When it does come out it should only be around $60 to upgrade from VS2002. If you can you should really give it a shot, it's pretty fun programming for .net and it's so easy. Plus you don't have all mess and bugs as you do when programming with VB6/C++ etc..
For .net framework books, any beginner book should be ok. For a deeper understanding I really like the Jeffrey Richter book from MS press. Anyways feel free to PM me if you have any questions or just want to talk about .net..