This is because the required class is not included in J2ME, Personal Profile
This is the work around (a bit dirty), but I can use it to access MySQL on SL-C760
1. locate the personal.jar file (/home/QtPalmtop/j2me/lib)
2. copy this file to PC
3. download jedoe java from caclo feed (
http://bryandeluca.com/cacko/feed/jeode_1.10.7-1_arm.ipk)
4. rename the file to jeode_1.10.7-1_arm.ipk.tar.gz so that you can open it with tools like winRAR
5. open the file with a unzip tools, open .\data.tar.gz
6. navigate to "data.tar.gz\.\home\QtPalmtop\lib\"
7. extract core.jar to a temp location
8. open core.jar, locate java\sql
7. extract "sql" folder to a temp folder
8. add the "sql" folder to "personal.jar" (from step 1) under java folder
9. so you get a new lib, backup the orginal one on Zaurus
10. and replace the orginal personal.jar with the new one.
11. try again and see if it is working