Welcome to the PDA world. It's daunting to understand at first, but these devices can be really helpful after you get to know them.
A "palm database file" is a file in the format that the Palm can understand. Documents and photos are generally converted from their normal formats into this PDB format for HotSync-ing to the Palm.
Docs-to-Go is a conversion tool that will get documents to be on the Palm. Going the other way, I don't remember how that goes. (It's been a while since I used Docs-to-Go.)
Photos taken on the Zire71 should turn up in the "Palm Photos" folder after HotSync-ing, but I'm not 100% sure of that since I don't own a Zire71. Maybe someone else can take over from here, I have to get ready for work tomorrow.
I'm sure that you'll get it soon enough. It just takes understanding what the Palm wnats and how it wants it. Cheers.
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