When you have downloaded a database you need to convert and transfer it to your Pocket PC.
Your ActiveSynch can do this, just follow the steps below. 

1. Put your Pocket PC in you synch cradle or attach the synch cable.

2. Open ActiveSynch and use the menu "import database tables", choose the mdb file in the file dialog (the database file you downloaded with mdb extension)
   

3. Tick the option "Keep tables synchronized" if you want to do changes on the desktop computer.  You will need MS access to do changes on the Desktop computer.
   If you do not have Access or do not intend to use you desktop PC to edit airports, un-tick the option.
   
   

4. Click OK

5. Active synch will now convert the database from Access format (mdb) to Pocket Access format (cdb) and copy it to you Pocket PC:s "My Documents" folder.
   

6. Remove your Pocket PC from the cradle and open Pocket METAR. Use the "File, Open..." menu and pick the newly imported database.
   

7. Success ! (hopefully :-)