You have to use Garmin's POI Loader (its not the easiest program to use). Once you have transfered your GPX data to a folder that has nothing else in it. Now start the POI Loader program. Connect the memory card to a memory card reader or tether your Windows Mobile device to Active Sync, once connected go back to the POI Loader, let the program find the XT program then select Next button, then select the Install new custom POI's onto your device, Next button again, use the Browse button to find the folder that you put your GPX file in. Once found click Next again, then Finish. Now start up XT on your mobile device. Select Where to? then got Extra and there should be your Geo cache locations should be there.
I hope this helps?