I didn't have any luck hooking up my Creative Zen - not even just for sound. But reading these forums, it appears people have been able to play and control a Sony Walkman and various flash drives. I have not yet tried my windows mobile device. I might give it a shot, but I sorta doubt it's going to work. There's always the aux option, but your sound quality may be poor.
I would love it if people posted the names and models of devices that have worked with full control from the unit.