Several things things may be the problem:
1) the jar file is to big. Java device have often constraints for max size of jar file, some of them unbelievable small. try to install a smaller jar file, like a hello world.
If this is problem, make sure you use "obfuscate", as it also removes unused code from the jar file.
2) Depending on operator branding, Samsung devices often do not allow to install the jar file directly from PC (with bluetooth or usb cable) :-(
What is possible only is called OTA-Download. There you need to create a jad file and a jar file, put them on a webserver, and call the url from jad in the mobile browser of the device.
You need to change the MIDlet-Jar-URL
inside to have the absolute url of the jar file on your web server.
This is all quite complex. to check that your webserver is correctly set up and that that jad file has no syntax errors, you can use my jad checker:
jadcheck.appspot.com