Damm, this was anoying the hell out of today. All I wanted to do was install realvga, but I found that if I clicked on any .cab files in WM6, I would get this:
The file ‘xx’ cannot be opened. Ether it is not signed with a trusted certificate, ir one of its components cannot be found. If the problem persists, try reinstalling or restoring the file.
So I re-downloaded, looked at the certs and nothing. What it turned out to be was the way WM6 was locked down on the HTC Shift.
I found this thread (http://forum.xda-developers.com/showthread.php?t=377441) and the answer was there ..