Depends what kind of handheld device you're talking about......if it's a phone, does it support any form of remote-desktop connection, that WinXP supports naturally? That'd be the easiest way, I'd say, if you've got a phone that supports it...

PDA, if you've got one, should also be able to use the above method...

Or, from memory, I think Windows Media Centre (or whatever it's called) allows for the use of a remote-control (although I have zero idea how it works, never really looked into it...