The good news is that the iPaq h1940 also came in the English variety, so there is a ROM update available in English for the hardware. However, I don't know if it would work, and to further complicate it the support and download pages for the h1940 are down. Thus, I'd suggest clicking here to chat with a rep from HP and find out what they can do for you.
Hope this helps,
I was given a relatively older model iPAQ pda (model number 1940).
Anyway, the operating system is Pocket PC 2003, but its the Chinese version. Does anyone know how I can install (flash?) the pda so that it runs in English?