No need for a sniffer program; you can just use the utility that came with the driver. Click on the icon at the bottom right and select "Find WLANS." It lists any detected wireless APs and then you press the Connect button.
However, I find PocketWiNc much more informative and helpful, since it contains additional info (SSID, Internet Accessible or not, signal strength, etc). I just downloaded and installed the free sniffer from boingo.com and it works great, too! For PPC2002, see...
http://www.boingo.com/download_pocketpc.html?os=Regular
Cheers... Larry