I understand your frustration. The way code signing works in javame currently is the reason it wont fly in open source or hobby circles. I'm not aware of any way to get around the signature process, at least not in sony ericsson phones[0], and you have to pay annually for a certificate. That sucks! Technically there is nothing that would stop self-signed root certificates, that could easily be handled the same way phones treat self-signed https certificates. An alternative would have been to install a root certificate from http://www.cacert.org/ - a community driven certificate authority - and require developers like you to acquire (for free) a certificate from them. Are you listening Sony Ericsson. This could be a simple way for you to become a litte bit more developer friendly, at a very low cost for you!

Anyway, it is supposedly[1] the MIDP specification that prohibits installation of root certificates for the protected domain. I've skimmed the spec but have failed to find the specific language - anyone else know what section more specifically? - but there are numerous sources that confirms this, so unfortunately you seem to be out of luck. Either pay up, or buy a phone running android instead.

[0] Aparantly there are some phones that are buggy, and may allow installation of protection domain root certificates!

[1] http://wiki.forum.nokia.com/index.php/Java_Security_Domains