Hi
You can't. This will be implemented in MIDP 3. You could however register an alarm using PushRegistry technology and make it run every 5 minutes or less. If the phone is up, it will start your application.
Here are some good examples:
http://www.java-tips.org/java-me-tips/midp/j2me-pushregistry.html
http://developers.sun.com/techtopics/mobility/midp/articles/pushreg/
Mihai