No it should not be necessary to sign the Ice-E DLL. What is the error that you are seeing? What platform is this on?
I expect the issue you are having is that the MS C++ runtime cannot be found. I would suggest that you build your application statically, including linking the C++ runtime statically. In order to do this you need to edit cppe/config/Make.rules.mak and uncomment the following two lines
Code:
#STATICLIBS = yes
#STATIC_CPP_RUNTIME = yes
and then rebuild.
You will now only have to copy the .exe to your PDA to run the Ice application. If you are not placing multiple Ice applications on your PDA then this will also reduce the amount of space your application will take up on the PDA.