I think you are getting the error because you have Opera installed in a folder.
Oh,!, I am useing Esmertec Jbed midlet mgr. (works Much Better!) found here...
http://forum.xda-developers.com/show...5&postcount=24
install Opera in the Root folder and the shortcut should work.
Two other GREAT threads to help you:
http://pdaphonehome.com/forums/ppc-6...t-manager.html
+
http://forum.xda-developers.com/show...+Esmertec+Jbed