I haven't worked with those phones yet, but I would guess, based on my general
Java and J2ME knowledge, that...
Heap Space:
This is just like the regular Java heap. It tells you how much room your program has in which to run. This includes memory for instance of all classes, for exmaple, including Sun's classes.
Program Space:
How much room there is for installed programs (running out of this is like running out of room on your hard drive).
Data Space:
This is the one I'm least sure of. I would guess it's room for RMS files. (Again, like your hard drive, only here it's partitioned into programs and data.)
--Mark