that is a strange problem? i'm sure you are hearing this alot! are you making sure to put your "data" and "system" files into the root of the storage card and the rest of the files into the device memory, and any apps should go into a folder named exactally "AndroidApps"? this is a stupid question too but are you using a vogue? what rom are you using? are you sure your radio is upgraded (it should say at the winmo boot screen)? just trying to throw anything out there that would work.
here are some tutorials that you should follow TO THE "T":
http://it029000.massey.ac.nz/vogue/
http://jonsingh.com/android/files/AndroidAppInstall.pdf
after you have gone through the questions and the 2 tutorials i would highly suggest you just start completely over. delete and download everything again.
let me know.