The STL that ships with Visual Studio 2005 and is used for PocketPC development is far from a complete implementation. First of all it lacks all the stream classes.
Another problem I found is that the auto_ptr class misses the reset method implementation. A brain-dead solution is to derive a new class from the auto_ptr and add this reset implementation (taken from another MS STL):
void reset(_Ty* P = 0) {
// destroy designated object and store new pointer
if (_Ptr != P)
delete (_Ty *)_Ptr;
_Ptr = P;
_Owns = (P != 0);
}