Motorola ROKR Z6m

Anyone try installing downloaded software? Opera browser is what I want to use, you can download this http://www.opera.com/products/mobile/ to use to surf the net. Currently US Cellular is so nice to charge you per use of such a program, this would leave it installed on my phone to use whenever I want. Now I can see getting shot down with whether the Opera browser will or won't work for the phone, who cares. If there are thousands of different free programs out there then how do we give them a try on the phone over the usb cable? Most programs are .jar and . jad files. Has anyone used these before?