Enter Pocket Nav and easily switch between programs or terminate a rogue application on the loose! With it's nifty little lightening bolt and easy access to other advanced options, Pocket Nav will quickly become your most commonly used mobile utility.

Quoted from Scott's CE Applications (the author's page):
Pocket Nav is a Task Switcher for Windows CE and Pocket PC's. It allows you to close any program, and on the pocket pc's it also gives one tap access to the desktop at any point.

(Palm Page didn't quite work the way I expected, but it is listed on the page so I tried it first.)

Here's the steps I like to follow when setting this up:
Download pocketnav.zip and extract the files. Look at the extracted files and the one you want has a little lightening bolt. Right click the file and choose cut. Navigate to the Program Files folder, right click and choose paste. Right click the file again and choose copy. Navigate to the Windows\StartUp folder. Right click and choose paste as shortcut. Right click the new shortcut and choose rename. Edit off Shortcut to to make it look better. Now the program will automatically start after rebooting. Double click your new shortcut to start the program. There should now be a little lightening bolt in the top right hand corner of your screen. Click it and have fun!