First of all, you cannot put the jar files to the "Other" folder. Did you just put the jar files to the "Memory Stick"? Don't do that too! You need to use blue tooth or Infrared to transfer the jar files to the build-in memory of the phone not the Memory Stick. After the you have done, you will be asked where you should place the jar files to. Then you just choose game, that's it.
Steve