Every thing is possible -- it just takes a lot of work.
I suppose that you could connect to the printer via bluetooth or infrared. Then from the J2ME app, you can open a serial connection to the printer. You can then send PCL or PS print commands to print whatever data you need to print. But to convert an image to PCL/PS on the fly could be a very difficult task.
I guess it is easier if you just print from the phone's bulit-in print utility (Nokia 6600 has one).