Anthony, this sounds like your TAG is using RC5 codes. I have the same problem that the RC5 codes my LINN equippment is using, does not work with PDAwin und certain PPC Windows versions. I am using a Axim with PPC2003 and RC5 codes do not work (exactly the same problem as you experience) but on an older T-Sinus Pad running WinCe 3.0 it works great. Could you pls. post what OS version you are running on your iPAQ2210 ?
When you are in full-screen mode, there ist in the upper left corner a small red X. Just tab this and you are back to window mode.