I cannot run it on my cellphone

No one knows?

I thought this would be an extremely trivial thing

I cannot figure out how to install my own java / JAR files onto my phone. I do not have a data plan so I would like to download applications through my PC. I download them onto my computer, and drag them onto my micro SD card. Then put the card in my phone, but when I view the JAR files, all I see is "send" or "options" with delete or move, nothing regarding installing or using the JAR files. The phone came with other java games or applications on the phone so I know it can run them.