IBM also supply the free "MIDlet Manager" software for PPC. Go to http://www14.software.ibm.com/webapp/download/product.jsp?s=p&id=DVDE-634P22, and select the link "Trial: IBM Workplace Client Technology, Micro Edition 5.7"
You have to register with IBM (free), but this will allow pretty much any PocketPC device to run pretty much any Java application or game designed for the J2ME standard - such as the Java software available for mobile phones.
For web browsing and applets, there is a browser available (NetFront) for around $30 that includes a JVM that will support applets - see http://www.access-company.com/products/netfrontmobile/browser/33_wm.html
text from:
http://www.pocketpcthoughts.com/news/show/71798/looking-to-compile-java-code-on-your-pocket-pc.html