First of all make sure the game you’re trying to send is a *.jar file and make sure it isn’t *.jar.zip. If it has the zip extension open the file in WinZip and look at its contents, if it has lots of files like a.class and image files then rename the .zip file so it ends with .jar and transfer that to your phone. If in the zipped file it has a read me file and a jar file read the read me file, then extract just the jar file and send that to your phone.
When sending the java games to your phone via cable, Bluetooth and Infrared the games and applications folder may not appear, this is normal. All you have to do is send the file to the root directory (the main folder) and the phone will put the files into the correct places itself. There is no need to put the game in the others folder as it will just be a waste of time and the game will not work.
How to rename zip files