After a few weeks of frustration I finally found the solution for my problem.
My Windows Mobile device name kept changing into HTCXX, where the XX were numbers. I blamed Active Sync, my bluetooth car kit, the phone itself. But eventually it was me. 😉
It seems that when you have an underscore in your device name, Active Sync changes that into something random.
Solution: don’t use a underscore in your device name…!