what do i need to do in order to run my programs on a cellular phone
What phone/carrier are you using?
Not all phones run J2ME applications. Not all carriers allow you to install your own J2ME applications.
If you have a "Vision" phone from Sprint, you can simply use an upload tool (like the one at my website) to transfer your .jar file to your phone. You upload the JAR to my server, the server sends a text message to your phone with a URL, you "click" on the URL and the phone will download and install your application.
If you have a Nextel phone, you probably need a data cable and special software from Motorola that will install your application through the cable. You will also need a Nextel developer account. It's all much more involved than Sprint's set-up.