I'm having this problem as well with my HTC Touch Pro2. (PDA)
as far as I can see it appears to be issues with module names and positioning.
it's not showing the menu or anything for that matter. I'm going to try something and see if I can get a work around done. If so I'll post instructions.
<update>
Ok, the reason why it's not showing anything. Is because you have no modules active for the themes.
like, mj_pda_footer2 and such.
use the copy function in the module management for modules you want to use in the mobile themes and then place them in the proper sections of the theme.
Afterwards attempt to access the site with your mobile. It will work.
Or just change what module locations the areas point to... I think.