If you want to parse XML within a CLDC-based application, one solution is to use a port of the NanoXML parser. The port removes its dependencies on J2SE-only classes. You can download the zip file containing the modified source files and use them in your own projects. Note that the classes are still in the nanoxml package, but they have a small "k" prefixed to them, so in other words you'll instantiate an instance of nanoxml.kXMLElement instead of nanoxml.XMLElement.

Note that a better alternative for your situation may be to use kXML, an XML parser specifically written for use by CLDC applications. They're different, use the one that works better for you.