After you installed gnome-pilot, go to Start | Preferences | PalmOS Devices, and click Add. Now make sure that the port/hub in which the handheld is connected is working, and your device has enough battery. If you had your device synced before, click on "Get from PDA" button, and tap on the sync button on the dock. If that doesn't work or it's the first time you sync your device, give it an owner name, and an ID (it doesn't matter what ID, I put 1000), click "send to PDA" and tap the sync button on the dock.
If that succeeded, close that window, and on the "Conduits" tab, enable all settings you want. Make sure that conduit "File" is enabled. When you're ready, right-click on panel (the bar with Applications, Places, System, etc) and click "Add to Panel". There, select "Pilot Applet" and click Add. A black-and-white icon should appear on the panel (if you can't find it, ask for help).
All that you have to do now is to download applications for your PDA, and to drag and drop them over that icon. When you tap on the sync button on your device, it should be automatically installed on your device. I know, it isn't intuitive, but you can't say that it's difficult.
If you have any problems, don't hesitate to leave a comment and I'll be happy to assist you.