This week's book giveaway is in the OO, Patterns, UML and Refactoring forum. We're giving away four copies of Refactoring for Software Design Smells: Managing Technical Debt and have Girish Suryanarayana, Ganesh Samarthyam & Tushar Sharma on-line! See this thread for details.
AFAIK you can't connect MySQL database from J2ME directly. You can pass data to a servlet over server and from that servlet you can handle database operation.
Please let me know if you get success to connect it directly.