Depends which iPAQ.. I have a 4500 series (built in WiFi and Bluetooth), and when I tried to do the linksys connect thing with wep, works once in a blue moon (and of course it's been cloudy) but usually no connects etc. I turned off the wep, and went to mac address filtering, and it has been working fine (with fingers/toes/arms/legs all crossed) for a few weeks. Reason I mention the bluetooth, I could never get the share part working with my high speed internet connection, but found this neat little bluetooth modem thing from zoom (plug it into AC, and a phone line into it, and you have a bluetooth modem... and that has been working fine ((albeit slow, only 19.2)) for email).
PS did find a few neat websites for free software for the iPAQ..