Have a look at the HTC Universal... it's a clamshell, and if you want WinMobile then it's worth checking out.
If you really wanted to get WM running on the Z, you'd need to build an OS for it using Platform Builder... You need the device drivers, etc: it's a seriously non trivial task. And then, once the work was done, you'd need to sort out licensing with Microsoft as they don't just give things away, you know!
On that subject, the initial purchase of platform builder will be not cheap. Best off using the Z with linux, and finding an alternative device for Windows CE/mobile.