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Most PDAs store their core functionality in a read-only memory (ROM) chip and your data in RAM (random access memory). The data stays in the RAM because the PDA never really shuts down, even when you turn it off. That's why all your data is instantly available when you turn on the PDA. That's also why you'll lose all the personal data in your PDA if the batteries ever run out.
Instead of upgrading the RAM in your PDA, it's more efficient these days to replace it with a new PDA with more RAM.
There are less desirable -- and perhaps less trustworthy -- alternatives to buying a new PDA. If you Google PDA RAM upgrade, you'll see plenty of places that promise to upgrade your RAM, for a price. But these are unofficial hacks to the PDA. And if your PDA is still under warranty, it will be instantly voided if you -- or anyone else -- opens it up.
Many PDAs have expansion slots for expansion of storage capacity. You can use these to install programs and store data, which will increase the amount you can keep in the PDA, but it still won't increase the total amount of RAM available.