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In general, yes, you can create a network using just two wifi cards without having a router or access point. To do this, you set the wifi cards up using "Ad hoc" mode instead of "Infrastructure" mode. I can't say whether you will be able to run an MP3 file off of the laptop since I haven't tried that. I was able to edit a text file that was on my laptop using my Axim, but I haven't tried anything beyond that. I seem to recall folks saying it wasn't possible to run music on the Axim from a remote location, but I am not sure.
If you do a search on "Ad hoc" you should find a number of threads that talk about how to set it up, including a MS tutorial that I think was helpful. Note that some people have found it much easier to setup a network with an AP/router, though my expereince was that I had no serious problems setting up in Ad hoc mode.
Good luck. Networking can be a pain in the a**, but it is pretty cool once everything is working correctly.
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