I just posted on the Windows Mobile Developers team blog: The Windows Marketplace for Mobile Client and your Setup code. This article reviews some potential ‘gotchas’ if you include custom UI in your setup DLL that is being called by the Marketplace client. The message is, please don’t add custom UI. Why? Because it makes the install experience less uniform and streamlined. If you really, really must add you custom UI, the information in this post should be useful to you.