OTA is pretty straightforward, in other words loading Java applications to your phone "on-the-air" without cables or IR, there's nothing special in it.
Here's a document that should get you started:
http://ncsp.forum.nokia.com/downloads/nokia/documents/Settings_for_OTA_Download_of_MIDlets_v1_0.pdfPS. This is wrong forum for your post, in the future I suggest you post your J2ME / Phone game development related questions to this thread:
http://www.java-gaming.org/cgi-bin/JGNetForums/YaBB.cgi?board=J2MECheers, Jani!