Here is the modified CSV file that I am working with:

I ended up using the Spreadsheet app within OpenOffice to create some additional columns
and copied in the proper field names. This allowed me to create an XML format within
the CSV file. I then opened up the CSV file with with a text editor and ran a couple
find/replace commands to remove the commas and reformat some white space.

I then copied this XML and inserted it into: MyFavouriteLocations.xml

Initially the file was so big that the GPS kept crashing and rebooting. I then trimmed
down the size of the file by removing some cache entries. I cut it roughly in half
and that was enough to get it working. There are probably some extra lines in each
entry that could be trimmed back some more. I have been working on trying to figure
out which lines are required to make this work.

Another hint.... you can't have "&" in the XML. That will potentially
break some of the XML parsers. I was using IE to preview/test my XML and ran into
that issue for 3-4 of the entries.

I now have 100-200+ caches loaded in as favorites. It is not as nice as having them
in the POI database... but it is a start. This only took about 15-20 minutes. Not
as cool as a parsing engine... but functional for a once in a blue moon event.

Here is the XML format that you need: