First of all you are in the wrong forum.. you should be in one of the following forums:
http://forum.java.sun.com/forum.jspa?forumID=76
http://forum.java.sun.com/forum.jspa?forumID=82
And for the question you asked:
To develop a j2me application you need Sun Java Wirless Toolkit available at http://java.sun.com/products/sjwtoolkit/download-2_5_1.html
You can also have eclipse ME plugin for integrating the Sun Java WTK with eclipse. I don't know about other IDEs. But you should have the Sun Java WTK installed in your machine for any simulation in your J2ME application. It includes the libraries required for the development.
Hope it helps :)