Wow I haven't had a Ipaq in a long time.
My guess would be you just need to download a MP4/MP3 player .cab and install it..
Your probably going to have to keep your tunes on a SD card.
I dont know how many replies your going to get here at the Geeks. This is mainly a site for PPC phones. Maybe try a site like:
Dave's iPAQ Forums
Good luck............