The wireless button on the Dell Axim x30 turns on Bluetooth and wifi. It is such a pain to turn off Bluetooth manually every time.
To disable Bluetooth (bt) on a Dell Axim x30, use this program called WifiPower. The only thing about the download is that pocket ie, mozilla, and firebird will open .cab file in the browser window (useless), but Internet Explorer 6 allowed me to save it. I copied it to my pda (make sure wireless is turned off), ran the program. Then I set the wireless button to use the new program (settings -> personal ->buttons). Seems to work so far.