Not an option, mscdex, because the original poster has Vista.
piticlin, inside the ZIP file you downloaded should be another ZIP file called
Inflated.zip. Open that, and copy the file
wireless.SA1100.CAB over to a Compact Flash card, and then put the CF card in the 710. Then go into "My Handheld PC" on the 710, and double-tap on the CAB file to install the driver.
(When it opens a window asking where to install it, just tap OK to let it install to the default location in \Windows.
)