This is not quite true, because exists a few java viruses even for J2ME enabled phones(ex. RedBrowser.A), not to mention the computers:D.The fact that your phone is java based is your antivirus :p
For BARANI72:
If you do not applied the remove_java_restriction patch(or installed the Halmer certificate) then don't worry. The midlets cannot do anything "bad" without your approval.