.jad / .jar File Download Error

I have a Nokia 6102i from Cingular(US) and I am having troubles downloading a specific .jad file

You can look here if it helps:
freemobiletracking.com/safone/allhelp.do?page=helpfaq#DOWNLOAD_JAVA

The problem is as follows:
The page load over the air on my cell, and then asks for a target folder, I choose Receiv. Files folder and hit download.
It then asks for file name and I use the default.
it takes a second and then says download to folder.
I hit ok, then my phone says "Invalid Application, Delete?"
from that point it doesn't matter what happens, the app does not work on the phone.

Any suggestions would be greatly appreciated.