Nextel phones don't support OTA provisioning, unless you go through the special "Download Apps" application. Go to
http://develop.nextel.com for details, but the short story is that you have two options:
1) Get the "Java Application Loader" program and a cable to plug into your PC
2) Use the "Moblie Application Manager" web site to provision via the "Download Apps" application.
Details are on the previously mentioned web site.