If it's a free-standing program that you downloaded it may be incompatible with your phone. On the other hand, if it is an ebook, it likely requires a specialized ebook reader that can handle that particular format. Either way, could you provide the link to the 'Bible software' you downloaded? With that we should be able to find out where the compatibility issues lies and help you address it.
Let us know.
John
After Downloading a Bible, I tried to install it into my Nokia 6600 But The reply i got from the phone was that it could not recognized the format of the Bible, Do i need to download any other software that will enable me to install other softwares on my phone?

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