Providing that your mobile device allows you to install self-signed certificates, you can copy certificates to your Smartphone by using ActiveSync or Windows Mobile Device Center (WMDC), and then use the SPAddCert utility to install the certificates. The example below uses ActiveSync. The procedure for Windows Mobile Device Center is very similar.
You can download SPAddCert from the Microsoft Knowledge Base
article 841060, "How to add root certificates to Windows Mobile
2003 Smartphone and to Windows Mobile 2002 Smartphone," at
Installing a Self-Signed Certificate on a Smartphone
Connect your mobile device to the computer running ActiveSync and verify that ActiveSync is showing a connection to the mobile device.
In ActiveSync, click Explore, and then double-click My Windows Mobile-Based Device.
Copy the certificate from your computer or from the network location where the certificates have been saved to the \storagefolder on the device.
On the mobile device, double-click SPAddCert, and then select the certificate that you copied to the device in the previous step.