Nokia's bundled software allows you to install Java game via. Cable or Bluetooth. I think you can even just plonk the file on the memory card through Windows Explorer and that'll work too.
But I hardly ever played games on the mobile phone anyway, and I havn't even used the mobile phone at all since about February (I just switched it on every couple of months to check for messages, and there were none).
The network will disconnect you if you don't make a paid-for call, text or data service in (I think) 90 days.