Thanks Frank,
I already use GSAK, but I don't think there's a Windows Mobile version and I want to create the MM files when I'm out.
From GPSBabel, I've now got enough of the MMO format to be able to convert a file myself when I get the time to build a utility. Meanwhile, I've found GPSVisualizer which is a front end to GPSBabel and will do the job when I'm on-line.