There is shareware available in Beta called SkyCommander that runs on WinCE devices. I tried it on my HP620LX and, although it worked fine, wasn't really what I wanted. I saw the Pronto the next day and had it within the hour!
The reason that many palm PCs can't be used for remote control is that 'consumer' IR is different from 'comms' IR that these devices are primarily designed for. The guy that wrote SkyCommander managed to use a feature of the chipset in the 620LX to produce consumer IR.
For more info, take a look at
[Link: web.singnet.com.sg]J. (Eagerly awaiting ProntoEdit!)