kpokey, you have WM2003 with the option to upgrade to WM2003 SE when HP provides the upgrade, for a fee of course usually $30 US. WM2003 is based on the Windows CE 4.0 version, I think 4.2 actually. Microsoft is already working on Windows CE 5.0 for the next generation of mobile devices.
Nelviticus is correct that you can find which version you have, but for WM2003 you need to follow this, Start--> Settings --> System tab(at the bottom) --> Asset Viewer --> look under version and it will tell you which version you have, should be Windows CE 4.20.
All Windows CE version 3.x will be PPC2000 and PPC2002. All with Windows CE version 4.x will be at least WM2003.
Hope this helps
Dave