There is a mozilla-license command-line PC freeware software that does the trick: convert bmp, jpg or Macromedia flash files into PDB format that can then be installed directly on the TH55.
I have used it successfully to transfer background for ZLauncher and Macromedia flash-files to my TH55, all this without any memory stick (actually, I even infrared-beamed the created pdb from the PC to the TH55).
The software is called "PAR" and can be found here
All you have to know is the right creator ID and file type but you can get that from existing files already on the Clie.
I have not tried (yet) for Macromedia Flash with sounds (again, Macromedia flash 5 files without sound are OK) nor for movies files (MPEG).