On my HPC CD-ROM, there were specific instructions for NT. It involved playing around with RAS, putting in IP numbers, and stuff like that. Look for a subdirectory on your CD-ROM which might contain this sort of information.
Note: Even with their instructions, I was able to get the palm and PC to COMMUNICATE, but could not figure out a way to copy/move files from one to the other. Ie, the normal HPC syncing program wasn't working .. I eventually just used an old W95 machine to do it, and am copying everything over on floppy. Let me know if you get it working!
Best of luck!