OK, I'm cheating a little, but I figured out that I can connect a normal cellphone Bluetooth headset to my laptop which has an IOGear BT dongle. It's a little cumbersome because to have to changed the default sound device to the BT device, but I put a shortcut to the Control Panel's Sound and Audio Device app in the Quick Launch bar for quick access. Then I just plug my Sansa Fuze into my laptop and play the files using Winamp–essentially the the Fuze is just working as a removable drive.
I'm using a Jawbone headset and the sound quality is TERRIBLE, but since I'm only listening to podcasts it's tolerable. I may splurge and go with a Plantronics 855 which supposedly has better, but not great) sound quality.
It's sure nice being wireless.
Found this post that goes into more detail on how to get the BT headset to work with XP. Link