You need to install A Java VM midelet handler. I got mine from the IBM website, but I just checked and they have a new version that they are not allowing the general public to download.

BUT! I found the following link. You'll have to register to access the download. After you register, scroll to the bottom of the page to find the download. The install is a bit quirky if I remember -- but it looked like there was some help on the page as well. If this doesn't work out, Google "IBM midp20 download" or java midp20 download" ... it's out there, along with several good help pages. Here's the link I found -- good luck:

http://www.gizmondoforums.com/forums/index.php?showtopic=11023&st=0&p=139556&