>Does the phone have a PDA and browser built-in or did you attach a Palm to the phone?

built-in

>Was the cell browser able to accept a cookie? I was able to put in my user name and password with my Palm but the Proxiweb proxy servers did not take the cookie so I wasn't able create a session. Any chance of allowing mobile users (like us) to get in without a cookie? Would that represent a security risk?

No, I didn't went that far. As for the security risk, yes there is.