I recommend you read the following article for help creating PRC files and installing J2ME files on Palm devices.
http://java.sun.com/products/midp4palm/

The Palm PDA phones do not include a Java virtual machine by default. You will have to install one. Then, to install a Java application, you need to convert it to a PRC file.

All installations are done over the USB cable. You can't install Java applications over the air.