I have done this in the past on my old R60, but at the time I was not using PCLinuxOS.
mostly I was following a procedure like described here:http://www.novell.com/coolsolutions/trench/16727.html
Basically you have to exactly identify your fingerprint reader hardware, and configure the pam authentication to use bioapi.
You may require additional software, not readily available on PCLinuxOS repo, depending on your technical knowledge you can build the software yourself or ask for a new package in the apposite PCLinuxOS forum section.
Not a one click procedure, but you can get it done.