I have spent some time getting my jornada to work and have gotten help from this board, so here's payback. ;->
I have a jornada 548, so your milage may vary from what works for me.
Symptom: jog button works, but 4 buttons on bottom (home todo, etc.) don't.
Fix: Enable HP Game Buttons (This was all I had to do to get mine to work.) Don't worry about game profiles, they don't seem to matter.
To get there: Tap upper left hand of screen to bring up the start menu. Select settings menu choice. Select system tab. Select HP game control. Tap on 'Enable mapping' checkbox, which should now be checked.
Symptom: Games are on CF card, but you can't see them in mamece menu.
Fix: If your roms directory for mamece is at \Program Files\MameCE\Roms then put your roms in \Storage Card\Program Files\MameCE\Roms. So, in your favorite CF writer, make Program Files\MameCE\Roms and dump the ZIPs, not the unzpped data, in there. In general, it seems like if you want files to show up as in a certain directory on built in memory, make that exact same file structure on the CF memory card and drop the files into the corresponding directory.
Symptom: I can't see my *.mp3 file(s) in media player.
Fix: Make a 'My Documents' folder on your CF card and put them in there. This directory seems to get searched whenever M$ programs are looking for something.
Symptom: I can't move left/right/up/down and jump/fire/crouch at the same time.
Fix: Map left/right/up/down to scroll wheel on side and jump/fire/etc to bottom buttons. You can hit at most a single button from the bottom row and a single action from the jog dial at the same time. So, for things you want to do simultaneously, map 1 to the jog dial and map the other to one of the bottom 4 buttons.
Symptom: I need to map more functions than I have buttons.
Fix: Map multiple functions that you DON'T use in the same context onto 1 button. For example, make the record button quit, then map in game menu/menu enter/etc to that same button. It will still exit you from the game, and it provides a way to map 'junk' buttons that you won't be using and are screwing up you play. You may also map the in game menu enter to fire, since it doesn't matter if the game registers a menu select when the menu screen isn't up.
Hope this helps, I have seen a lot of posts about these problems and thought it might be handy to get them all in one place. Thanks to everyone whos answers I am stealing from their posts to put here.
Remember, no matter where you go, there you are.