The application preferences can be modified by selecting Preferences... from the application menu. From here there are a number of options you can control.
The Maintain Formatting option ensures that text transferred to Contacts on your iPod has the same formatting as found on your Mac. This may not always be the best option since the iPod's screen size can cause text flow to become difficult to read. iPDA will honour paragraph formatting but the rest of the formatting is ignored. Note that this is only available for iPods that don't have Note support.
The next three options allow you to control iPDA behaviour in relation to syncing. These options allow you to have iPDA automatically start a sync operation on launch, quit following a sync and eject your iPod on exit. Used with iPod Launcher you can have all of your information updated simply by connecting your iPod to your Mac. If you have iPDA set to sync on launch but have a need to launch it without syncing, holding down the Option key while iPDA is launching will override the sync preference.
Finally, you have the ability to download information via the Internet (Weather, iCals, RSS) through a proxy server. Simply include the name of your server and the port to go through (the default is 8080 since that's what everyone normally uses) and you'll be able to download information in a corporate setting.