I just upgraded from PocketHAL 0.4 to 0.6. In 0.6 all your internal includes are using < > strings instead of "", which means that PocketHAL must be installed in an "official" header include path. I think you should change them all to local path includes so that the PocketHAL library can be placed anywhere (ie within the project source files, instead of the Pocket PC SDK directory).
The four particular includes are:
input.h:11
surface.h:11,12
display.h:12
Dan East