since i only have a Palm IIIxe i have used the last link, for the Jukebox 0.81. I don't like that app because of the layout. I prefer PalmAmp and PalmMMC, they too connect via a serial cable to your com port. Those other links are for the Pocket PC, and now i wish i had one of those since some of them use wireless lan or even bluetooth technology. I've found links where some people have made RF two way transmitters for there older Palms like mine. I guess it just goes to show there is a big following in the PDA scene and music lovers.
Try VNC to see your desktop on your Palm, also requires Mocha PPP. ! hope this helps.