From Forum Nokia Wiki

It is a "must" feature in a Game or Multimedia applications that the application includes an "Options" menu with some features that the user can enable or disable, like Sound or Vibration.

So, we can use LCUI API in MIDP 1.0 and MIDP 2.0 to show a List Multiple. That list can be shown in the Display and the user can enable or disable each option of the List.

private List menu;
 
(...)
 
menu = new List("Game Options", List.MULTIPLE);        
menu.append("Music", null);
menu.append("Sound", null);
menu.append("Map", null);
menu.append("OnScreen Help", null);        
 
// We predefine the checked status of each option
boolean[] options = {false, true, false, true};
menu.setSelectedFlags(options);
 
ok = new Command("Save", Command.OK, 1);
menu.addCommand(ok);        
menu.setCommandListener(this);

On the commandAction method we should check the menu.getSelectedFlags to fill a boolean array with the status of each option.