From Forum Nokia Wiki

There are a few different ways how to install MIDlets to the RDA devices:

• Method 1: if the application is not signed and does not use any other .jad-parameters, simply send the .jar-file to the device through application installer. This works the same way as installing .jar files with PCsuite.

• Method 2: upload the .jar- and .jad-files to a server, open internet connection through browser and define the location of the .jad in address field. You can use WLAN (for WLAN enabled devices) and data SIM-cards to access network. Also proper MIME-types for .jad and .jar have to be set on the server side, otherwise the devices may attempt to open the file as a textfile - instead of triggering installer

• Method 3: copy the .jar- and .jad-files to the device through the file transfer-client. After this is done, use the phone’s file browser and click on either .jar or .jad – this should trigger the installation

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Also check this page:

How to install Java ME application in mobile phone