PC connect is a program by Casio that can upload files, sync the BE with the desktop PC and install programs.
PC Connect version that comes on the Casio cd will not work with BeShell. I've seen recommendations that PC Connect 1.04 is the stablest version. I'm using 1.00.05 version and I am having some connection problems sometimes.
PC connect 1.00.04: /pc10004u.zip
In order to install an app with PC Connect, you have to be first connected with it (click on file/properties to check). After that you have to run the setup file. It will prompt you to install on nand disk or on card; you'll probably want to select card if you have one.
In order to upload files (which is done in a slightly ass-backwards way), you need to go to file upload folders options, then choose a folder on desktop, choose a folder on BE, and then click synchronize. It works very slowly, so be patient.
Note: I've had some trouble with PC Connect and BeShell autosync option. I usually connect the cradle and run the PC Connect program on BE side manually.
ActiveSync offers a nicer way of uploading files. Look at its section for details.