Software: I use for java2me HttpConnection interface and CommConnection interface.For arduino code you must use serial and AT commands.
Hardware: Connect arduino serial Tx,Rx with mobile phone cable...example with old sony ericson k700.For new phones example SE W995 you must use usb shield...
Read Google : Arduino serial connect usb mobile phone...Another option is connect with bluetooth...working on these and i will have the solution (java and arduino code) soon.Thanks.