Hi,
I created a Pocket PC 2003 (ARMV4) project and added a custom build step to generate a file. It seemed to work, but after closing and reopening the project it was broken. I figured out, that as soon as I add/remove a space in the command line the custom build step is working again, until restarting of VS2005 again. Also cheating like this in the "Additional Dependencies" section works. But not for Description. It doesn't seem to reassign the FileConfiguration to that build configuration in this case.
Reading through the forums gave me the impression, that custom build steps are having problems in general, but manually changing "Pocket PC 2003 (ARMV4)" to "Win32" inside of the vcproj file made it working. Sure I could not compile nor link anything, but the Custom Build Step has been executed everytime, when I rebuild the project, also after closing/reopening Visual Studio 2005. So basically this part behaved like I wanted it to.
Unfortunately I cannot use a Post-Build Step (as suggested elsewhere) as I wanted to generate a source file getting compiled during the building process.
Also I was wondering if it is related to the Configuration/Platform Name having spaces inside Because this is the only difference in the vcproj file. Unfortunately I have no access to an SDK without spaces, most need them to specify the target architecture (arm, x86,...).
This problem is not related to Pocket PC 2003 only, I also tried it with the StandardSDK and Smartphone, all with the same results described above.
Best Regards.

Custom Build Step Problems
GWeston
After installing the beta of SP1 for Visual Studio 2005 this problem seems to be solved. Just wanted to mention this, if anyone else recognizes this problem.