1. Use anti-virus, anti-malware and anti-spyware software.  There are products designed specifically for PDAs such as McAfee PDA Virus Scanner and PDA Spybot.

2. Use encryption software.  Protect your data with complete device encryption such as PGP or programs such as Secret! from LinkeSOFT.

3. Prevent unauthorized access.  If your PDA has a lock-out feature, activate it so that if the acceptable number of password attempts is exceeded, your PDA is automatically locked so nobody can access it or look at anything on it.  There are also services that will wipe all data off your PDA if it is lost or stolen.