Not sure which eTrex receiver you have, but most of them use a serial cable that allows you to deliver power for the radio as well.
To connect it with your Tungsten you will need a serial cable off of the Tungsten to provide that connection. In addition, you may need a variety of gender changers and possibly a null modem between them, depending upon which serial cable you use. I.e. if you get the serial cable you can sync with your PC over, (or use that one anyway) you will need both a female to female 9-pin gender changer, and a null modem. If there is a cable designed to hang a modem off of the tungsten available, you may need a 25-pin to 9-pin adapter if the modem cable ends in a 25-pin connector, or they may but together if it is a 9-pin connector.
If you are comfortable ripping cables appart, and soldering them to your own specifications, then feel free to break out the wire cutters, and dig in. I would recommend leaving enough cable hanging off the connectors so you can get the pin-out to wire color for each end, and solder just the tx, rx and ground wires across as necessary. If you can verify that power can be delivered to both, you may even bridge in a power connector to whatever power supply you can find that provides the appropriate power. Ultimately you will end up with a cleaner cable that you can fit in a lot more spaces than one with 9-pin connectors mid-stream, though even that isn't always going to work well for you.
As far as software for the Tungsten, I can't help you much. Haven't used a palm or WinCE device in years.
73,
-Rusty - kc0vcu