Have you read the WT11 userguide? And have you read it again? And again?
For starters I would try to troubleshoot on a pc or mac, whichever you use, instead of a pocketpc. If the arduino BT is running you will be able to initiate a connection from the computer. Did you already pair the BT with your system? Oh, of course, otherwise you wouldn't be able to program.
What happens if you open the serial connection from the pocketpc to the arduino BT? If that doesn't work then it will not work the other way either.
Skip the CALL function for now, get it working manually first.
As I have said in another thread of yours, autoconnect does work. Unfortunately I can't find my code at the moment. My svn repository is a bit of mess and I am not sure if I have committed the code. I hope to find the code tonight, otherwise I'll have to figure it out again.