Download and install Sun Java Studio Enterprise 8 from here (Sun Developer Network registration required). After installing JSE8, download the NetBeans Mobility Pack 4.1 for Windows here or Linux here Install the NetBeans Mobility Pack 4.1. When you come to the following screen:
browse to your JSE8 install director and select the "ide" folder. On Windows, the correct selection will look something like this:
Complete the Mobility Pack installation. To begin developing a Java ME application, start JSE8 and select a new Mobile project from the New Project options.