Although this software is still in pre-release alpha, it looks very promising. Aspecto Software has released an early version of WifiTunes. It will let you stream your mp3’s from iTunes to your PDA over your local network.
More functionality is planned: Support for AAC and improved buffering to better transition between songs.
Note: WifiTunes will not run on Pocket PC 2002. And remember that this is still very much a work in progress.