If your using xp or lower, you will need activesync:
Microsoft ActiveSync 4.5 | Synchronize Outlook Mail & Exchange Server
If you have vista, you need Mobile Device Center:
Windows Mobile Device Center for Windows Vista – Windows Mobile
Both are free sync softwares.
As far as programs for your axim, what do you plan on doing with it?
You can check out the freeware sites in my sig.