why would you want to do this? if you are at your computer, just have that machine play the music.
But, anyways... simply, this can't be done.
It's like plugging two DVD players in series and trying to get the second DVD player to play the disk in the first one.
Palm, just like any other MP3 (or any other kinds of) player uses their own memory, and honestly, I can't even think of any device that could perform such a thing, aside a networked computer accessing another machine's drive.
Maybe in a new generation of PDAs that link to a network AS a full blown computer with full access, but they still would have to have software that could deal with this.
But as your question talks about just sitting at your computer with the Palm plugged in... I can't say anything more....