this is what you have to do.
first, install My Phone Explorer, than connect your phone to the pc via bluetooth or data cable.
than "File" => "Options" and choose the correct port;
than "File" => "Connect";
than "Files" (under the "Messages")
this button should appear that is the "download java application button"


http://img258.imageshack.us/img258/6075/86582789nr9.jpg
http://img256.imageshack.us/img256/9950/61112884dm8.jpg
http://img256.imageshack.us/img256/714/89318059lp0.jpg
http://img256.imageshack.us/img256/6841/12052431lj8.jpg