It depends on the phone's capabilities which apps can be installed. Some have Java, some have BREW, some support both. I think LG phones tend to be in the BREW category.
You will also need to install a special driver to be able to access your phone with the USB cable. If you bought some cheap cable off Amazon or something, then you'll have to find a download for the driver. Then you can use a program like BitPim to handle most of the rest.
Is it possible to connect an LG VX8350 and add such programs as Opera Mini and RDM+? I connect it via USB. It says hardware installed but it doesn't show up as a drive. I am running Windows XP.