HTTP client connections are supported by the J2ME MIDP specification and also by PersonalJava APIs.
For more information, please refer to the specs linked to from their respective homepages at:
Be sure to read through the Sun Java Developer Connection article on MIDP Network Programming using HTTP and the Connection Framework. This article includes example code showing you how to use HTTP with J2ME MIDlets.
For more information on how MIDP devices implement HTTP, please refer to the related FAQ entry on the CLDC Generic Connection Framework