The short answer is, "you can't."

Actually, if you have a Palm OS based phone like the Handspring Treo 300, then you can install your applications through the data cable when you hotsync your device. Ironically, this is also the only way to put MIDlets on those phones. Unlike other handsets, the Treo cannot download new applications over the air. They are all installed through the hotsync operation. Of course you can hotsync over the air, but that's not quite the same thing.

I often see people asking how to do J2ME development when they don't have Sprint PCS coverage in their area. Well, this is basically the only way to do it. Get a Palm phone and install your applications through a data cable.

Unfortunately, Palm phones use Sun's KVM which does not support the Sprint Muglet extensions. So, you can't do things like buzz the vibrator or dial the phone.

For most handsets, the only way to get an application on to the phone is to download it (provision it) over the air. This means you need to have a server that correctly handles JAR and JAD file types (MIME types).