Is there any specific reason why it has to be Windows? I notice that mobile Linux is becoming popular - probably because it can be configured much lighter than Windows for limited memory devices - has more robust system software; and for at least the last 5 years embedded Linux PDAs have been available. In addition, Linux is a more natural platform for Perl with more versions supported.

Update: I also note that later versions of the PDA device you mention, the Sharp Zaurus, can be bought with embedix, an embedded linux variant, although there are clearly loads of choices out there and I'd look at http://uclinux.org/

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