I am posting this information on the off chance that it might help someone who is struggling with Activesync because of firewall problems.

I have an Axim x51 and a Dell Latitude D800 with PC-cillan 2005.

In order to sync via my cradle or cable, I had to set up a firewall profile for the Axim that has a whole slew of exceptions to allow ActiveSync to work.

However, I recently bought a bluetooth adapter and it have noticed that if I use bluetooth to sync, it doesn't matter what the firewall settings are -- Activesync works fine. And of course a bluetooth adapter is a lot nicer to carry around than a cradle or cable.

So if you are having trouble syncing it might be worth it to buy a bluetooth adapter and try that way.