EDIT: I installed this on my wifes x30 running 2003SE as a test, it is running Opera Mini 4.2 beta, working great. I had the wrong J9 file uploaded when I made this post, I put the right one in the Opera Mini folder in the link for 2003, sorry it should be working fine now.
Ok, this is as easy as I can make it, you will have to do some work to get it to work, but it's worth it. If you need any additional help just let me know, or post if it works for you.
I've uploaded all the needed files to ftp
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1 Make a folder on your pocket pc named (without the quotes) "J9" to your Storage Card (to the root, so that you have it as Storage Card/J9) I used total commander to do this.
2 Unzip the J9.rar on your desktop and put everything that you just unzipped into the J9 folder you just created on your pocket pc, along with the two opera jad/jar files.
3 Go into the folder that says bin, launch the emulator.exe file (you might want to make a shortcut to this for the future).
4 Click install it will ask you the url type Storage Card/J9/opera-mini-4.2.13057-advanced-en.jar.
Click the Launch button with opera mini 4.2-4.2 highlighted and you should be ready to try it out.