Hi Little Alien,
Java phone is in a way different from device to device, and from carrier to carrier. It looks like that the Java phone you have is prohibiting 3rd party application to make any network connection. You may need to check with your user manual or contact the manufacturer to see if that's the problem. Sometimes, it is not the device, but the carrier, such as T-mobile in the US strictly prohibit 3rd party app to access their data network.
Hope you find this information useful.