Most of the setup for the PDA is described
here with links included to the software needed - GPSOut for FS and PocketFMS.
I have included the settings I used but they may not be universal. I checked some aviation forums and the PFMS forum first and found that users reported various combinations that would work. Trial and error got me the one that fitted my own kit.
The O/S of the PDA is important as I think PocketFMS is only for Win2003 at the moment - I think a Palm version is being worked on.