Nethack has been ported to this platform, which is wonderful.
Not being a purist when it comes to playing Nethack, I like my saved games and have written a batch file to manage saved games nicely under Windows. This is hacksave.bat below.
There is no batch language for Windows Mobile so I have compliled a little exe using Free Pascal to do very basic backup saving.
hacksave
bat
hacksave_for_windows_mobile
zip