In case anyone has the same problem, this is what worked for me:
To perform the following procedure on a Windows Mobile powered device, make sure that you have a connection between the device and a desktop or portable computer. In addition, the desktop or portable computer must be joined to the domain. For Windows XP computers, you will use Desktop ActiveSync to form this connection. For Windows Vista computers, you will use the Windows Mobile Device Center.
To use ActiveSync to enroll for a certificate from a corporate server
1. With your device connected to your computer, within ActiveSync or the Windows Mobile Device Center, click Tools --> Advanced
Tools --> Get Device Certificates.
2. From the "View" drop-down box, select "Certificate types from Active Directory"
3. Choose "Administrator" in the "Certificate Types" window and then click "Enroll".
4. Under "Get Device Certificate", click "Yes" to continue.
5. Your Windows Mobile 6.0 device will prompt you to confirm the installation process. Click Continue on the device.
6. A second prompt may appear on the device. If this occurs, select "Install".
7. After you have seen the success dialog box at the end of the enrollment process, click "OK" on your computer
8. Repeat 1 - 7 choosing "User" in step 3.