I would think that if the shared files resided in a common area (file server, shared drive, etc), that this could work.
The problem I see initially is if both pda's are trying to sync at the same time. Who would get control of the file. Plus if both of you are making changes only the last synced changes will exist.
So if A makes a change and then syncs and B makes a change before syncing then after B syncs only those changes will exist.
Classic data processing problem.
To really make this workable, you would need a piece of software on the desktop that you would sync with that would control the versioning of the files that you want to exchange.
You could handle it manually by talking with the other person but type of control rarely is effective.