I haven't seen a game with .class extension , only .jar files which need a .jad file to load on a phone. Some games just don't seem to work, but usually these types just kick you back to the menu.
Most of the Nokia 60 series games that I've tried work. Just run the .jar file through Jadmaker and copy both .jad and .jar file to your card. I put mine on the root just to be safe.