Please note that this manual does not cover the HP iPAQ H2200, Hx4700, and H6300 series of devices yet.
Please do not even try to apply the existing instructions from the installation guide on any of the HP iPAQ H2200, Hx4700, and H6300 series of devices. The installation will fail and in a worst case you may end up with a bricked device.

We hope to be able to rectify the documentation situation shortly and appologize for the delay.

Note that bootldr itself only supports CF. So, while you can install bootldr from Pocket PC using an MMC or SD card, you can only install Linux if you have a CF card.

Copy the distribution files (all of them) to a CF card with a vfat filesystem (most cards come pre-formatted with vfat), or purchase a 32MB CF card with the distribution files from Crynwr Software.
Insert the CF card into your CF slot.
Run Start Menu->Programs->File Explorer.
Click on the grey bar with the picture of the iPAQ on it. It probably says "My Documents".
Select "My Device" from the drop-down menu.
One of the entries on the screen should say "Storage Card". Click on it.
You should see a listing of the distribution files.
Double-click on BootBlaster.
BootBlaster will start up and display "Idle...".
Copy saved_bootldr.gz, wince_image.gz and assets.gz from "My Documents" to the Storage Card using File Manager.

When finished continue to the Install via Compact Flash sleeve step.