I don't believe that requires ActiveSync. It's the same file I used on my PDAs for years over WiFi.
There are other RDP/RDC clients in the same area of the Microsoft site that are under the "Windows Mobile" headings but are CE5, technically.
I spend a bit of time on WM boards and I have not seen anyone mention alternative RDP clients as Microsoft's continues to be no-charge and work respectably - better than VNC, IMNSHO (and I use both on occasion).
Whatchoo trying to do, BTW?