You should use WMA (Wireless Messaging APIs)
such a optional package of MIDP 1.0 or MIDP2.0.
The best way to use this package is combined with
MIDP2.0 that supports PushRegistry
(the capability to run a MIDlet when an event occurs -
i.e. receiving SMS).
You can develop WMA apps using the Sun WTK2.1
and try it in some actual devices: Nokia 3650 and 6600.
More information about this package are on
the ForumNokia (http://www.forum.nokia.com
on the Sun site (http://developer.sun.com/j2me
and, last but not least
the j2world site!!! http://www.j2world.net
We are developed the CryptoSMS for MIDP1.0 and 2.0.
You can also find an useful technical paper about
a testbench for WMA and Push apps.
Sorry, but at this moment the paper is only in Italian.