cant be certain if they will work with a specific model but they do exist. I bought a bluetooth adapter from Orange around 12 months ago... made by Itech (c51-A04032-xx).. worked fine...you plug the headphone jack from the bluetooth box into the MP3 player, and pair the device with your bluetooth phone, you plug your MP3 headphnes into the output of the Itech bluetooth box. the bluetooth box requires power form batteries when working as a bluetooth device, when used for playing music it doesn't draw power. Effectively its a junction box that allows the phone to override the music when a call is received.
Im pretty certain you cannot use the same bluetooth headset for the two devices at the same time. A bluetooth device can pair with multiple devices (eg a bluetooth headset can pair with several bluetooth phones), but it cannot connect to more than one device at any one time. but you could plug the MP3 plug into the PDA and use the bluetooth for the phone.
I think O2 retail shops are selling some currently for around £25..30
mind you you could always try google to see if there are other products out there.
one thing I did notice was that the bluetooth caned the battery in the ITech headset.. the MP3 player didn't use th batteries.. it also means that you have yet another device using batteries
incidentally if you are thinking of using the HP as an MP3 player, consider getting a bigger battery pack (around £20..40), and also consider getting a piece of software that turns of the screen, form Handango.... every milliamp you can conserve the better.