Btw, I noticed that on a real series40, while playing my game, if there is an incoming call, there is an alert to show information about the call, then the game resumed like nothing happened and one can still continue to talk and play at the same time...

Kind of strange...
Is there a way to detect that there was an incoming call? Ie. I need to cleanup some resources like closing down the HTTP connections, timers and such...
Thanks...
If you mean pausing a MIDlet, as in pauseApp and resumeRequest, you need to know that Nokia's phones never use them. I.e. pauseApp will never get called, and (presumably) resumeRequest does nothing.
In Series 40 phones (e.g. 7210), MIDlets are paused and resumed simply by suspending and resuming the whole MIDP JVM, so all that will happen is that the system clock will appear to jump forward when the MIDlet is resumed. Typically the MIDlet/JVM will have been suspended because something else is using the screen, so at least MIDlets using Canvas can detect this by overriding showNotify.
In Series 60 phones (e.g. 6600), MIDlets aren't paused even if some other application takes over the screen - Symbian OS is a multi-tasking OS, so the MIDlet gets to keep running. MIDlets using Canvas or GameCanvas can detect this by overriding hideNotify and showNotify, and all MIDlets can detect this by periodically calling method isShown on their current displayable.