BACKGROUND In a typical wireless neiwork, one or more wireless devices arc associated with a common wireless access point, which may be connected to a wired network. Communication between wireless devices is through the access point. Such operation is known as the infrastructure operating mode. The 1HEE 802.11 standard for wireless local area networks (LANs) pnnides for an ad hoc operating mode in which wireless devices communicate directly with each other without the use of a wireless access point or a wired network. However, in order lo operate an ad hoc network, the wireless devices require mechanisms to discover other wireless devices in proximity, mechanisms to establish connections to the other wireless devices and mechanisms to transfer data among the wireless devices. Such mechanisms should have low power consumption, should create limited radio interference and should have high throughput. Summary The invention provides methods, apparatus and computer-readable media for supporting wireless operation of a portable media player device in an ad hoc network. The wireless portable media player device can bootstrap and synchronize with an ad hoc network with low power consumption. Neighbor portable media player devices in the ad hoc network can be discovered by the wireless portable media player device. The portable media player device can establish and terminate connections to neighbor wireless portable media player devices. In some embodiments, a wireless device can transfer data in a high speed data transfer mode or a power save data transfer mode, while concurrently permitting discovery by other wireless devices. In further embodiments, the invention provides mechanisms for a portable media player device to discover neighbor wireless devices, to establish connections and to transfer data in an ad hoc network. The portable media player device operates in a power save mode during an inactive portion of a periodic discovery interval. According to a first aspect of the invention, a method to operate a wireless device in an ad hoc network is provided. The method comprises: transmitting and receiving discovery information by the wireless device during a discovery window of a periodic discovery interval; and operating the wireless device in a power sa\e mode during an inactive portion of the periodic discovery interval. According to a second aspect of the invention, a wireless portable media player device is provided. The wireless portable media player device comprises: a portable media player; a radio to permit wireless operation; and a wireless module logically connected to the portable media player and to the radio to operate the wireless portable media player device in an ad hoc network. The wireless module comprises a processor programmed with instructions for: transmitting and receiving discovery information during a discovery window of a periodic discovery interval, and operating in a power save mode during an inactive portion of the periodic discovery interval. According to a third aspect of the invention, a computer-readable medium programmed with instructions for executing a method to operate u wireless device in an ad hoc network is provided. The method comprises: transmitting and receiving discovery information by the wireless device during a discovery window of a periodic-discovery interval; and operating the wireless device in a power save mode during an inactive portion of the periodic discovery interval. Brief Description of the Drawings [n the drawings: Fig. 1 is a simplified block diagram of an ad hoc wireless network; Fig. 2 is a simplified block diagram of a portable media player device suitable for forming an ad hoc wireless network; Fig. 2A is a flow chart that illustrates an overview of operation of the portable media player device; Fig. 3 is a flow chart that illustrates bootstrap operation in the ad hoc network; Fig. 4 is a timing diagram that illustrates an example of the bootstrap operation; Fig. 5 is a How chart that illustrates passive discovery in the ad hoc network: Fig. o is a flow chart that illustrates active discovery in the ad hoc network; Fig. 7 is a liming diagram that illustrates examples of passive discovery and active discovery operations; Fig, 8 is a flow chart of operations performed by a joiner to establish a connection to an ad hoc network; Fig.