I learned this just the other day from a coworker - I had no idea where to look for this...
If you're sick of getting pop-up requests for network or Bluetooth connections on your Java-based app (which now appear on the main menu grid, as opposed to being in the "App." launcher ghetto) you can change the default settings and access points by using the Manager application.
Choose the Java app that you want to change the defaults for inside the Manager app, choose Options -> Settings and then you can set the Network Access, Messaging, App. Auto-start, Connectivity, Multimedia, Read User Data, and Edit User Data options. Most of the options are a choice between Not Alloweed, Ask every time, and Ask first time, so you'll get bugged at least once (as will your users) but at least after that the app will function more native-like.
Some of these options aren't functional on the midlets I own because, I assume, they aren't signed. I really need to learn a bit more about what signed midlets will allow you to do. "Read User Data"? Ooh. That sounds promising... too bad the only option is "Not allowed".