A simple HelloWorld application.. help!

Hi. I'm planning to have an application running on a device (palm) that connects to a browser and retrieving data (a simple text). I know just a bit of J2ME, so I wanted to start with the simplest thing, the hello world!
now:
1o.) I started with this tutorial but it seems that I have to download a bunch of things that i don't have. I've only downloaded the j2me toolkit and that's it. I guess I need the KVM, don't I?

What files and programs do I need to run my simple application? can you guys provide me the URL's to download them. I've already signed to get the ROM images from palm, so I know this is one of them. This tutorial that i'm following is not as accurate as I thought it was gonna be.
should I use MIDP or CLDC to achieve my purpose?
thanks...

Here you will find a good explanation about the requirements and 2 simple examples:
http://wireless.java.sun.com/getstart/articles/compare/