> Can I put my .jar and .jad files on a http web page
Yes.
> and the MIDlet can be downloaded directly from cell
> phones?
What you need is a web page. Make url links to the .jad file(You will need to put the two files: .jad and .jar in a folder on your web server).
If someone accesses the page from their phone, they can select the link and installation will start.
ochomo