Ok, people, finally got it. Pain. Suffering. Here it is:
I had a simple HelloWorldApp.class I made on a separate computer with java. When you run java HelloWorldApp on the computer you get Hello World!
To make it work on OpenZaurus with Jeode, I made a shell script like this:
#-------------------------------
#!bin/sh
/opt/QtPalmtop/bin/evm -cp /root HelloWorldApp
#-------------------------------
/root is the directory where I kept the HelloWorldApp.class, as well as the shell script above. What was killing me was that in the shell script I did not have the full path for evm. But I looked more carefully at the runprimtest and runquasar shell scripts and saw that full path. Then things started coming together. One other minor hitch was that I got the message "Can't find font definition file /usr/local/qt-embedded/lib/fonts/fontdir." So I ran: export $QTDIR=/opt/QtPalmtop at the command line.
Then I ran oz-compat on the shell file alone - that's all, without running oz-compat on either the class or the evm binary. Again, this was mimicking what worked with quasar and primtest.
I also had some kinds of corruption issues at times, and reinstalled opie-sh, oz-compat, and jeode-for-oz3 in that order two or three times.