In the case of Vboy unzip the file you have downloaded and send it to the phone using Bluetooth, you can then install it from there.
You can also use Nokia PC suit to install it if the phone is connected to your pc, or even copy the installer to the phones memory card (if it has one) then open the installer from the Nokia file manager.
Not sure about Meboy but you can insall most java apps by copying them to the phone and using the nokia file manager to install them.