I checked Sony's pages and it doesn't look like there's any issue with the SJ-30 and XP.
PalmOne's [link|http://kb.palmone.com/SRVS/CGI-BIN/WEBCGI.EXE?New,Kb=PalmSupportKB,ts=Palm_External2001,case=obj(2630)|Hotsync Troubleshooter] may be helpful. They suggest getting the new [link|http://www.palmone.com/us/support/downloads/win_desktop.html|PalmDesktop] and reading [link|http://www.palmone.com/cgi-bin/cso_kbURL.cgi?ID=28618|this].
HTH. Best of luck!
Cheers,
Scott.