I'm still not 100% sure if I'm doing this exactly correctly but it appears to be working.
javax.microedition.io.HttpConnection
setRequestProperty()
Code:
myHttpConnection.setRequestProperty( HttpProtocolConstants.HEADER_USER_AGENT, "Blackberry8700/4.1.0 Profile/MIDP-2.0 Configuration/CLDC-1.1 VendorID/102" );