some pda's are not 'allowed' to connect to internet without a contract (pay as you go) others will not work on certain windows mobile versions.
my XDA 2s refuses to connect on any other OS than windows 2003....tried windows mobile 5 and 6 with no luck.
i also found my bluetooth does not work right, or my tomtom6 unless on 2003.
www.xda-developers.com is an excellent site for pda users.