you need a lan connection to use it. I have that prog on my toshiba e740. Trust me, its not as great as you imagine. It acts like a virtual desktop for your pc. If you display on your pc is like 640x480 you won't be able to see all of it on the pda (considering if you pda is 320x240 or less).
Its also very slow. My e740 is 400mhz and its still pretty slow to view the window and run programs, can't imagine how slow it'll be on a palm.
I have to say imho, that that is not really the road you would like to go. You have to get a ethernet card for your palm inorder to connect to your pc a lan connection running on you pc as well.