I use Sunnysoft World Off-line.
www.sunnysoft.cz It's great and costs only $8. Go to the website, choose the English site and then look for World Off line on the left hand column. With this software you don't need to use your desktop at all. You can download websites (to view later) directly onto the Axim. I use my wireless connection for this. (you don't use active sync).
Steve