See subject, note that this question only applies to the .NET compact framework. This happens on the emulators that ship with Windows Mobile 6 Professional
This MSDN article says:
The .NET Compact Framework supports character encoding on all devices: Unicode (BE and LE), UTF8, UTF7, and ASCII.
There is limited support for code page encoding and only if the encoding is recognized by the operating system of the device.
The .NET Compact Framework throws a PlatformNotSupportedException if the a required encoding is not available on the device.
I believe all (or at least many) of the ISO encodings are code-page encodings and fall under the "limited support" rule. UTF8 is probably your best bet as a replacement.