Since getting wireless installed at home, I can never imagine being chained to a modem ever again and love the fact that I can do my banking in bed or check the football results in the bath (in theory obviously. Don't try that at home).
If you want wireless but don't fancy buying a wireless router, or if you're trying to establish a connection away from home then get a load of WMWifiRouter. As the name suggests, the program transforms your Pocket PC into a mobile router for wireless Internet access.
The free software utilises the UMTS or EDGE protocols to link up with others connected via wireless devices. The application takes a bit of setting up and you'll need to enter lots of data concerning the wireless network. Unfortunately there's precious little help available within the program itself for doing this.
Once all these settings have been established, the program automatically sets up an ad-hoc network called 'WMWifiRouter'. If, for any reason the installation fails you can access the appropriate network parameters via WMWifiRouter_NoNet.CAB.
If you have the patience to get the thing set up, WMWifiRouter provides you with a handy way to use your Pocket PC as a wireless router.