I haven't done this in awhile, but the easiest way is by using
Resco Explorer. It's not freeware, but you can install the demo.
Go to your PC and select the folders you want to be shared. Right click them and go into Sharing and Security (assuming your are on XP) and then designate them as "shared". Also, you may need to disable any firewalls.
Connect your Axim to your network via wifi. Then go into Resco and look for "Map Network Drive." Tap on it and it should reveal the folders you have marked as "shared." Tap on the files to access them.