There are also BT access points, similar to wifi access ponts, available. The advantage to these is you can get out onto the Internet via BT if your PC is off at the time.
You should look for a BT device that uses the WIDCOMM stack as that's what your iPaq uses. Belkin (for one) uses the WIDCOMM stack but you may want to avoid them for reasons mentioned
here. At the moment, I can't recall the names of other companies that use the WIDCOMM stack.