Like many Windows Mobile devices, the Samsung SGH-i600 I have here was application locked.
Application Locked means user cannot install application that have not digital-signed on the device, which in the case, many application does not have them, as the digital-signed process is very expensive from M$, and certain registry entries are also locked by default which cannot be changed when device is application locked.
By using an application call “SDA_ApplicationUnlock.exe”, you should be easily find it by google, user can easily application unlocking their Windows Mobile devices.
This is an application to be run on your PC, with you WM5 device connected by USB with your PC, executing the SDA_ApplicationUnlock.exe, select unlock and reboot your WM5 device and device should be application unlock.
A bit of reminder here is some user has report this application fails to unlock the device, which seems it was related to when USB hub connection instead of direct USB connection is used, so please try connecting the device with your PC directly if you have any problem.