If you want to download an application OTA from a carrier such as Nextel, Cingular, SprintPCS etc. you can go to their respective website and have any of their applications sent to your phone. You'd receive a net message with a link to the jar/jad file. When you click the link, the file will automically download to your phone.
If you want to send your own files OTA to your handset, you need to host your jar/jad files on a server and configure the server's MIME settings to recognize these files types. A description of how to do this can be found at:
http://groups.google.com/groups?q=jar+jad+mime+types&hl=en&lr=&ie=UTF-8&oe=UTF-8&selm=b1gubt%2413hmo0%241%40ID-173540.news.dfncis.de&rnum=3 You then need to make sure that you specify the exact URL for the jar file under the JAD file's "MIDlet-Jar-URL property. Once that is setup, you can enter the link in your phone's browser or send the link to your phone as a text message. If you need more information on how to do any of these steps, let me know.
Greg