The Adobe FP is a cab file, which is to be installed after you've put it on your device.
The .NET is an .exe which is to be installed on the PC:
1. Connect HTCTP to PC (via ActiveSync or WMDC)
2. Press the downloaded file (from PC)
3. Install and follow on screen information
4. Soft Reset
Viola!
(NOTE: This install takes some time.)
Adobe FP: There you go.
http://www.adobe.com/products/flashplayer_pocketpc/downloads/player.html("Once you’ve installed Flash Player 7 you will be able to use Pocket IE to view Flash content embedded in web pages. There is no standalone player functionality provided with this install."
-Adobe
This means that if you don't succeed in viewing the file on Opera - Use Internet Explorer (IE) )