Well J2ME creates Mobile Phone applications, not Web Applications. J2ME can use an HTTPConnection to connect to a
Servlet, but I wouldn't really call that a Web Application. If you want Web Pages to be displayed in a Mobile Device, then you don't even need J2ME, just use a nice Browser and write your Web Application with Servlets/JSP and have the stuff return either WML or html that is formatted to look better on a mobile device.
Mark