You won't be able to do anything close to what you are dreaming about, but theoretically it's possible.
Build a car that supports the Bluetooth Serial Data Port profile (this is NO SMALL FEAT). Then define your own protocol for the commands to control the car. Then write a program for your PC that opens the serial port and start sending the commands. That's not too hard but remember, this is a custom application that you will have to write for the PC. You can't just pick up any arbitrary Bluetooth PC and control your car without install your application.
Doing any of that from a phone is much harder. First, what phone/carrier are you using? In general MIDlets do not have access to serial data APIs let alone Bluetooth connectivity. You probably won't be able to write a J2ME application that can connect to your car but it depends on the phone.
You have a much better shot writing a Palm OS or Pocket PC application that will open a Bluetooth serial port.
As a crazy alternative to writing your own application (which you probably can't do anyway), you could build your car to respond to special OBEX push objects (again, NOT EASY). Using such a car and an off-the-shelf phone, I could command it by pushing contacts from the phonebook that contain special commands that your car will recognize. I don't think the user experience will be very good, but it's theoretically possible.