The way i would do it is by using dsd jukebox
http://www.dsd-jukebox.de/
It is a free programe, acts as a mini server on your desktop, then you can just use the pda to browse through your wifi to the servers web page.
This then allows anyone on your network to select tunes to play.
I used it at lans so members could choose the tunes they want to listen to.
Try it, its worth a look at at least.
Let me know what you think and if you like it
P.S if the page displays in german click the flag far right for the english translation