jQueryMobile have no support for WinMobile 6.0. Indeed, it means just the fact it wouldn't work ok inside of IE mobile (which is a native winmobile 6 browser).
But you can use Motorola WebKit-based browser in your RhoElements application. jQueryMobile should work ok with it.
The Moto Webkit will provide more robust UI functionality for jQueryMobile, but if you looking for an even lighter version of jQuery try jqMobi this works similar to jQuerymobile but doesn't target any non-webkit browsers. There is even a Webinar about how to implement jqMobi into the RhoElements framework http://vimeo.com/40486540
I should mention that Dmitry's helpful link to rhoelements2-native-hybrid is likely to go away in the near future. Here is another link to enabling the Motorola webkit.