Not sure what system the Dell Axim uses, probably StrongARM. Anyway go to http://www.mameworld.net/mamece3/ and download MegaMameCE (the larger version) and let it autoinstall.

I can send u a few zipped .36 roms so you can test it out. Other emulators can be found at http://www.pocketgamer.org/games/emulators/index.shtml . One of my favourites is Pocket Clive for the good old Spectrum ! Any probs let me know (psj3809@hotmail.com)