Personal digital assistants (PDAs) are widely used and becoming indispensable tools of everyday life. Wired or wireless connection enables PDA users to connect to the Internet from any place, making security an extremely important issue in a pervasive computing environment. This paper investigates how to build a personal firewall for PDAs running Pocket PC 2003. This personal firewall allows the PDA user to perform access control based on a user-defined policy, and hence provides a security perimeter between the public network and the PDA. We provide a complete technical detail on how the firewall can be built in a Pocket PC 2003 device. To the best of our knowledge, this is the first design and implementation of personal firewalls for Pocket PC 2003 device which is explicit, open source and successfully implemented in any Pocket PC 2003 compatible devices, including HP iPaq H5550 and XDA2 02 smart phone.