The simple answer to your query is "NO". There is the Pushregistry available in J2ME using which you can invoke a Midlet when a fixed event occurs. This event could be receving an SMS connection, a socket connection, etc. But there is nothing which can make your midlet run when you start you phone.

Probably the individual phones may support some way to run a Java application on startup!

Hope this helps

`RoHiT.