There don't seem to be any software features in this PDA that do that.
As far as i can tell, the turning on is caused wholly by it being knocked, and the momentary contact breakage on the SD card triggers a hardware interrupt which results in powering up the PDA.
I've had some communications with Microsoft on this who say that nobody knows of a way to stop it, even though it is a common problem

What a load of bull - I am a hardware/software engineer and one could deal with this by intercepting the message and dumping it, anytime the unit is now operating.
If I was a large corporate user with 10,000 of these things, I am sure M$ would fix it.