You might encounter the following exception when attempting to run a unit test on your device using the new built-in Unit Testing features that come with Visual Studio .NET 2008:
The test adapter ('Microsoft.VisualStudio.TestTools.TestTypes.Unit.UnitTestAdapter, Microsoft.VisualStudio.QualityTools.Tips.UnitTest.Adapter, Version=126.96.36.199, Culture=neutral, PublicKeyToken=b03f5f7f11d50a3a') required to execute this test could not be loaded. Check that the test adapter is installed properly. Exception of type 'Microsoft.VisualStudio.SmartDevice.TestHostAdapter.DeviceAgent.NetCFNotInstalledException' was thrown.
A simple solution to this is to install the .NET CF 3.5 on your device before running the test.