<p>We have a number of users with Windows Mobile 6 and need to apply minor changes. eg. update a registry setting. One option is push and execute an executable file using our device management software.</p>

<p>I'd like this to be a little more friendly for the admins who are familiar with scripting in VBScript/JScript etc. What are the options for scripting on Windows Mobile devices?</p>

I work on windows mobile full time and have never really come across a good Windows Mobile scripting implementation unfortunately.  For some reason MS has never seen the need for it.  For example, even though you can actually get a command console on WM, it does not support running batch files, even though all the commands are still there and it would be relatively easy.  There is definitely not a VBScript engine I've ever heard of nor JScript.  There is
PythonCE
but the WM specific support is minimal and you don't get access to a lot of WM only things.
Also, I've done a lot of work with a company called
SOTI
which has a product called MobiControl that does incorporate a basic scripting engine. Though most of the commands are specific to their system and actually have to be run from a desktop-side management console.
Given all of the times I have tried to find a good scripting engine for WM myself you would think I would've just written one ;)
So, sorry, but the basic answer is
no
, there is not a scripting engine available for VB in the context that you specified.