An Installable Interrupt Service Routine ISR is an interrupt routine with a shorter latency than an IST.
For more information see the Win CE help for example: http://msdn.microsoft.com/en-us/library/ms836807.aspx
We can provide sample code were you can see how to use an ISR. See: Source Code Libraries
If you use Visual Studio instead of embedded Visual Studio you have to change some project settings to get an running ISR DLL.
In VS 05 go to Project-> Properties-> Configuration Properties-> C/C++-> Code Generation-> Buffer Security Check set this flag to "No".