You can upload midlets from a PC to a phone in several ways. But it debends on your phone and PC whichs ways are available.
Basically you can upload midlets from a pc to a phone via infrared port, serial cable or Bluetooth. The most of the Nokia phones support infrared and serial cable connection. But for example to 3410 and 3510i you can only download midlets using WAP. So direct upload from a PC to a phone is not possible at all.
You can use Nokia PC Suite or Deployment tool of the Nokia Developer's Suite for J2ME when you transfer midlets from your PC to your phone. Please note, the Deployment tool of the Nokia Developer's Suite doesn't work with Nokia Series 60 phones such as 7650 and 3650.
You can upload midlets to a 3510i via cable too!! You'll need a serial cable (f/m-bus) available for example @ebay for a handfull of bucks. This cable is connected to the serial connector below the battery. Then You will have to buy MobiMB from www.logomanager.co.uk (about 20-22USD). This software allows to upload java midlets to phones like 3410, 3510i and other with ird or rs-232 support.
This method isn't supported by Nokia. They say midlets for 3510i and 3410 can be only uploaded via wep. This is simply not true! It works fine.
For developing midlets You'll need the MIDP SDK for Your phone and the Nokia DEveloper's Suite for J2ME. I also use Sun ONE Studio 4 Mobile Edition for the IDE. Everything is free and You'll find it at www.foum.nokia.com .
Using different kind unsupported cables and softwares are not good choise. Using of those may cause serious damage to the phone (trust me, I have seen several sad cases) and it affects to guarantee. Mobile phones are quite complicated devices nowadays, so hacking the system with some kind of unsupported tunings is not option (that's my opinion). I suppose that you will use standard ways to start deploying content to your phone. Which model you have?