What is needed is that when you go to settings/connections/connections (yup) you get a screen that has ...
3 drop downs one for the internet (with default selection ...) 'Internet Settings' one for Work (with default selection ...) 'Work Settings' and third says My network card connects to (with default ...) 'Work'
Because I am going through a Wi-Fi router connected to an adsl modem, I assumed I left it as Work but no - I needed to select Internet & off it goes.
It only took 10 mins to figure out this time so things must be improving (I am learning something about Win2002 network settings).
Cheers
Doug (next time I buy a Win PDA I'll make sure it is ... 1) actually running Win2003 2) has a Wi-Fi built in and already configured by the manufacturer )