The first is that you can use you PC as an add-hoc gateway to the internet (if you have a LAN/DSL or even a modem access to the internet). As you can use your laptops firewall and anti virus to ensure that anything accessing your PDA is clean. To do this? You can set up add-hoc networks using windowsXP or your wireless card manufacturer's software - also allow the "allow other users to access the internet" option on the wireless adaptor - the icon will change to show that it is a shared port. This is great if you have a LAN connection in a hotel etc and you want wireless access on your PDA!
You can synchronise, print, access shared folders, play movies / music from your laptops hard disk to your PDA (saves having to have a box full of SD/CF cards). You can access your desktop using you PDA (thus have full blown Powerpoint, word etc...) using the terminal client (you have to enable remote desktop on you laptop and needs windowsXP Pro).
In summary - whatever feautures you can have with your laptop network connections are now made available to you PDA.
Hope this helps.
PS: don't forget to enable security....

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Anything I say will probably be stupid so ignore it anyway