Back in March 2005 I wrote an MSDN article and part of the article dealt with copying files from the device (connected via ActiveSync) to the desktop. I've seen a few posts in the newsgroups every so often on how this can be accomplished so I decided to create a standalone 'Device Browser' application that you can run from the desktop.
To accomplish I used the Desktop Communication Library available on the OpenNETCF website.
Here is a screen shot and the sample application can be downloaded here.