Turning off your PocketPC screen while listening to MP3s is a good way to save battery power, as the screen consumes a lot of power while not being used. Here's how you can set up a hotkey to toggle screen screen on/off, while still listening to your music.
1. Open the Windows Media Player from the Start Menu
2. Select "Options..." from the "Tools" menu.
3. A button mapping screen will show up.
4. Select "Screen Toggle" from the "Select Function" drop down menu.
5. Now, push the button on your PocketPC that you would like to use.
6. I selected my first hardware button, but you can choose whatever button you wish.
7. Click "Ok" in the top right corner of the screen.
Note: Any buttons you map will not launch their normal application while Media Player is open. For example, if you set the Contacts hardware button to toggle screen, it will no longer open the Contacts window until Media Player is closed.