Mobile phone games are more of a "Look what I can do" thing anyway. They were designed for making and receiving calls, not gaming.
Just see if your phone provider can provide a card for a laptop, I use my laptop as a phone all the time
I don't know the technical details of Windows Mobile, but I still think it would require porting an application to go desktop Windows to Windows Mobile. Besides, your average phone has absolutely zero need for pixel shaders, and a very poor case for implementing DirectX. Games on mobiles... easier to say leave it to nintendo's portable gaming market