This is not so difficult as you may think.
I do assume that you have tested midlet what works well in your emulator, right? The next thing to do is to create wml-file (e.g. my_midlet.wml) to put on web-server:
The third thing is to open "my_midlet.jad"-file and update the "MIDlet-Jar-URL"-property:
MIDlet-Vendor: Cool Midlet Corporation Ltd. / Your Name
Next put all these three files (wml, jad, jar) on web-server and try to download it by phone's web-browser; - just type the address and open the "Download Midlet"-link there. Everything after that happens automatically and typically application will be installed on phone's desk or to "Application"-menu.
It's important to notice that "mime-type"-settings for "jad" and "jar" files are configured correctly on web-server. Needed mime-types are:
Above settings can be tested by Rex Swain's Great HTTP Viewer
Hope this helps and I didn't forgot anything...