It is a good opportunity to refer all of the Smartphone developers to the Smartphone notes (from the help manual): http://www.basic4ppc.com/help/smartphonesapplications.html
As written in this page, Smartphones (except of WM6.0 Smartphones) do not include a dll named System.Windows.Forms.DataGrid. This dll is required for the Table control.
You will find it inside the Libraries folder. Copy it to your device and it should work.