This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
If you turn it into a trusted MIDlet, you can request for a 'blanket' security permission. The question would only be asked once at install time or at the first MIDlet suite invocation. In very basic terms, you need to state permissions using the MIDlet-Permissions property inside a MIDlet's suite JAD file, plus certificate attributes.
The whole subject is a too verbose to cover it here, I suggest you take a look at the MIDP 2.0 and File API specs on security permissions.