I found an application  
on j2me.blogfa.com named patchedFontME.
This application solved my problem  on SonyEricsson
mobiles but the problem is still exist in some other
mobiles like Nokia.

Your solution  is suitable for Canvas but I want to use
Farsi (Persian) text  inside standard components like
Alert, List, ChoiceGroup and so forth. These components
just get a String object as their argument. What should
I do? I am using j2me  Polish 2.1.1.

My code:

//#style mainScreen
screen = new List(Locale.get("menu.title"), List.IMPLICIT);

//#style mainCommand
screen.append(Locale.get("menu.start"), null);

Locale.get("...") returns a Java String object.