I don't have my Axim yet, nor do I an MR814, but most SOHO routers have an option to configure a DHCP server. Looking at the stats on Netgear's site, the MR814 does have a DHCP server, which is most likely enabled by default, probably with a 192.168.0.x address space. I looked for a .pdf installation guide, but all I found was a spec sheet.
http://www.netgear.com/products/details/MR814.asp
Just for s*($ and grins, you could try entering a static IP address. Try the following:
IP address: 192.168.0.20
Subnet Mask: 255.255.255.0
Gateway: 192.168.0.1
Take this with a grain of salt, as I have neither piece of equipment to play with. If you have PocketIE configured to use the wireless card, and it still doesn't work, try contacting Netgear and ask how to configure the router. From what you've said, I doubt it's the Axim or CF card.