BOAC,
First off you can get support, troubleshooting, driver downloads etc etc from the
"HP" Web site - who now own "Compaq" rather than trying to find it at Microsoft !
( Clicking on the underlined "HP" Web Site link above will take you to the support page for your 3870
)
Connecting your PDA wirelessly to the Internet via your 3Com modem / router is a separate issue from connecting wirelessly to your Desktop.
I can't offer much help here as I haven't got this facility myself, but you'll probably need to turn on "Sharing" of files on your Desktop PC and also make sure that any Firewall you have installed is configured to allow the connection.
Good Luck
Coconutty