Well having worked out that pocketpc doesn't support WPA, all the magazines point to using a 3rd Party Client such as Oddssey from Funk Software.

However I haven't managed to get this working and the reply from Funk doesn't give me much hope:

Although the Odyssey Client does support WPA, the underlying drivers for the built-in WLAN adapter on the iPAQ 4150 must also support WPA. If it does not, you will not proceed past the "Searching for access point" message. At this time, there are not many PDA's that support WPA, so please verify with HP that the 4150 does in fact support WPA.

Anyone know if there is a way to use WPA on an IPAQ?