I know of a number of utilities that allow you to remote control your desktop from your Windows Mobile device, including the native Remote Desktop application bundled with the Windows Mobile OS.
However, there are very few tools that allow you to do the reverse; i.e. control your Windows Mobile from your Windows desktop. Why would you need such a software? Well, for one thing, if you use a Windows Mobile software that does not have a desktop counterpart and you need to do alot of data entry (and your device does not have a keyboard), then I bet you will appreciate the usefulness of this type of utility.
An excellent choice for this is My Mobiler. It is small (just 500kb!), easy to install (just download the zip package and unpack to a directory of your choice, fire it up and click connect from the tray menu; no installation on BOTH the desktop and your mobile device!), stable and best of all, its a freeware!