I don't think that's a feature of the kind of client you have (written in Java or otherwise) - it's a feature of the network you're using, which needs to support dialing out. Since someone needs to pay for it, I think it's unlikely that you'll get this functionality for free nowadays. But Skype-Out is fairly inexpensive.
I am wondering is it possible for me to Install any hardware or Software (J2ME) on my POT/Cellular) so that the phone is able to receive packets from my Computer.
As the telephone is also connected to the network, I wonder is it anyway possible to ping the phone from a computer.
As my knowledge in networking is poor, I would be glad if anyone can shed more light on these concepts.