This week's book giveaway is in the OCMJEA forum. We're giving away four copies of OCM Java EE 6 Enterprise Architect Exam Guide and have Paul Allen & Joseph Bambara on-line! See this thread for details.
You don't have to do anything extra. The toolkit will make HttpConnections automatically, well you will be prompted in the emulator to "allow" connections, but that is the J2ME security model and not particular to the wireless toolkit.