NetBSD/OpenBSD would probably make most sense. I gather it would be very easy to get them to boot on the device, but you would have no input/output from the system :-) To make it usable you'd need to write a few drivers, for the display, the network interfaces... This could require some confidential specs from Nokia so it might not be too easy. But who knows...

If you like Windows the best idea is probably to run VNC and control your Windows box remotely. Or you could even run VNC/X remotely to a Linux box that's running Wine or Windows over VMWare