As far as I know, you have to overcome two specific problems -
First, providing a PDA with a USB port (none come with a standard one fitted, to my knowledge). One way of overcoming this cpild be an adaptor such as click here
Second, you have to have an operating system on the PDA that can understand the conecept of removable drives and, in the case of the Archos, a FAT32 filing system. I presume that the PDAs listed in the link above can do this.
Before you spent any money, I would recommend getting an assurance (in writing) from the CF Card -> USB adaptor that your proposal would work.