SQL CE Merge Replication

Hello All,
      I have a server with SQL Server 2000 installed on it. I have created a tool that runs on a Pocket PC with SQL CE backend. Multiple clients would be using the tool on diferent Pocket PCs. I would have to use Merge Replication for synchronization and since the Pocket PCs would not have internet / network access, I understand that I would need to use Merge Replication synchronization technique through SQL CE Relay. (Please correct me if I am going wrong somewhere.)
      I am having trouble trying to set up Merge Replication. Can I get some help with this?

Also, it would be greatly appreciated if I can get some guidance on the following:
Do I need to set up Merge Replication on the SQL Server 2000 first and then use the relay agent commands (such as register, etc) associated with the Relay Agent that comes with SQL CE? What would be the procedure to use Merge Replication through Relay.
      Any guidance and help would be greatly appreciated. Thanks in advance.
Abhi.