I use Palm Chess Hiarcs too. The FAQ at the Hiarcs website explains how to save your games from your Palm to your PC. It also explains how to load single pgn games from your PC onto your Palm.
It says there is a third party tool to transfer pgn databases of games onto your Palm. I haven't tried doing that, but you could give it a go. Let us know how you get on. 
I often use Palm (hiarcs sw) to play chess when I'm out and I cannot use my PC.
Do you know if a db for Palm is available in order to collect my games and load other games to look for training?
Alberto