We envision that in some wireless sensor network applications, such as environmental monitoring, assisted living, and industrial control, handheld devices will be used from time to time to query the sensor networks. However, there is no full-fledged query processor for this purpose. Therefore, we propose WinyDB, a relational query processing system on Windows-CE based PDAs (Personal Digital Assistants) for sensor networks. One of the main features of WinyDB is that multiple PDAs running WinyDB can answer queries collaboratively. This feature is useful in that it improves both the energy efficiency and the data quality. Our WinyDB prototype package is available online at http://www.cse.ust.hk/winydb and our simulation experiments have shown promising results on collaborative query processing.