You will need to encode the data in a format that the device understands. This is certainly going to involve some kind of header (samples per second, bits per sample, etc.).
You can use code like this:
to get a list of content types your device will support. You must choose one of these, and encode your data appropriately.
String types = javax.microedition.media.Manager.getSupportedContentTypes(null);
For compatibility, WAV is the format that works on most devices. (MIDP2 requires that, if any sampled format is supported, it must support WAV, 8kHz, 8bit mono linear.)