Somebody mentioned in an earlier post that they didn't know how to install a Java program on the X from a PC.
Use Sendo Connect to drop the .JAR file into C:/Nokia/install/
Then on the X go to Menu - Tools - Java
You should be prompted that you have applications which have not been installed.
Press right to go to the Install Applications tab and you will see your Java prog.
I hope this helps. It took me a while to figure this out, probably because I have not used S60 before.