First of all check if your device has PAN (Personal Area Network) support;  this is the easiest way to activate internet on your device. If it is a smartphone with operating system,it might support this type of networking. Check the documentation it came with. The method shown here is for mobile phones with no PAN support!
     If you have a regular Sony Ericsson mobile phone with java(tm) support,this is the way you activate free internet on it, just using your PC with internet access. Before doing this, ensure you are able to connect your mobile phone to your PC (by using a bluetooth adapter,irDa or serial cable).

1. You need to install three programs -Software Development Kit and Java Development Kit):
       -Sony Ericsson SDK 2.2.4 (download: http://developer.sonyericsson.com/getDocument.do?docId=65255)
       -Java Development Kit -JDK 6 (download: http://java.sun.com/javase/downloads/index.jsp)
       -Opera Mini -install it on your mobile phone (download: http://www.operamini.com/download/pc/)
     For the newest mobile phones you also have to install a SDK add-on(download: http://developer.sonyericsson.com/getDocument.do?docId=87996)
2. After finishing to install all this programs,if you use a bluetooth connection: go to Control Panel > Bluetooth Devices , select COM Ports tab and add a Virtual Outgoing Serial Port assigned to your device; remember its com number,you will need it later.
3. Start 'Connection Proxy' program that has been installed on the step 1. From the top menu, select your phone type and input the com number you got on the step 2.
4. Start 'Device Explorer' program that has been installed at step 1. In the program,go to File menu and check 'Serial Networking'.
5. In Device Explorer, find Opera Mini in the drop-down list of java applications. Double click on it,this will launch Opera Mini in the mobile phone.
6. In Opera Mini, type any internet address and enjoy!

    For more informations about configuring the programs check this link 

Anybody who has developed mobile application using J2ME must already know that getting the smallest JAR file size is very important.

 This is because the limit imposed by the mobile phone devices due to storage/memory limit on small devices. It is not unusual for you to get mobile devices with 32KB ,64KB or 256KB jar file limit.

 This is where JAR file optimization is crucial for deploying your J2ME mobile application out in the wild. Here's a few thing that you can do to reduce your JAR file size :

Optimise PNG files

PNG is a graphic format used primarily by J2ME devices, and is guaranteed to be cross-platform between mobile devices that implements J2ME.

 The best part with PNG file is that its bitmap data is compressed using the deflate compression algorithm which can be easily optimised by easily obtainable tool :

    * PNGCrush

    * OptiPNG

    * PNGOut

Obfuscation

Obfuscation does help in chopping unecessary code, renaming long variables and classes, thus making the class files smaller. Don't forget to Obfuscate your package files before deployment.

 It does not only protect your code, but it does save a lot of valueable space.

 Proguard and RetroGuard is the most common obfuscator used in J2ME application

Recompress JAR files

Finally, after going through optimizing PNG files and obfuscating, you might want to try to recompress your JAR files using a tuned JAR compressor which favors size over speed. For this purpose, I prefer using KJar, a JAR file recompressor based on Ken Silverman's KZIP.

This final step combined with previous optimisation will greatly reduces your JAR file, personally I've achieve 33% space saving by reducing my resulting JAR file size from 80KB to 53KB (27KB saving !)