Unfortunately with this information it is hard to say what could be the problem. Like you said, there could be several possibilities; origin server, gateway, etc.
One thing to make sure is that the MIME types are set correctly to the server. MIME types being:
application/java-archive (*.jar)
application/x-java-archive (*.jar)
text/vnd.sun.j2me.app-descriptor (*.jad)
Another thing is to make sure that the size of the midlet is not too big.