Okay, so yes. Java ME can open a connection. The article you post says that you need somthing to pick up the connection, a Servlet perhaps (see
Servlets forum for validation of the Servlet and latest standards) and, that's not all, you also need a web host or server -- A web host that supports Java EE/Servlets if you choose the Servlet option.
I have seen people ask about
server-side scripting before, but I don't know enough about the server side of things to actually point people at the solution. Supposedly you wouldn't even need a servlet just something, anything, just so long as it can answer a connection call then act on it which means you might have better luck on one of the dedicated forms for one of the Server-side languages. (Some server-side scripts are more supported than others, PHP is a popular one for example.)
As Wikipedia says:
Some server-side scripting languages:
ASP (*.asp, *.aspx)
C via CGI (*.c, *.csp)
ColdFusion Markup Language (*.cfm)
Java via JavaServer Pages (*.jsp)
JavaScript using Server-side JavaScript (*.ssjs, *.js)
Lua (*.lp *.op)
Perl CGI (*.cgi, *.ipl, *.pl)
PHP (*.php)
Python via Django (*.py)
Ruby, e.g. Ruby on Rails (*.rb, *.rbw)
SMX (*.smx)
Lasso (*.lasso)
WebDNA (*.dna,*.tpl)
Progress WebSpeed (*.r,*.w)