http://windowsmobiledn.com/how-can-i-register-com-dll-on-pocket-pc/
It is possible to declare all libraries that should be registered in installer .inf file. The key CESelfRegister is used for that.

http://www.1-script.com/forums/VS-2005-Home-screen-CAB-project-CESelfRegister-how-article4496–15.htm
In Solution Explorer highlight the « Primary Output from and
inspect the properties pane. Alter the Register property to « COM Self
Register and rebuild. When you inspect the inf file, you will see that the
CESelfRegister text was added.