I am doing ME computer science in INDIA.
My final year project is about remote access using Mobile.
I have planned to do it in J2ME with emulator.
PLEASE TELL ME HOW TO LOAD THIS SOFTWARE(emulator) INTO MOBILE AFTER COMPLETING SIMULATION IN PC

You don't need to load the emulator onto the mobile phone. You would just need to upload the J2ME program itself - the jar file or whatever it is. This is done with connectivity software that either comes with a lot of Java enabled phones nowadays or can be downloaded of the manufacturer's website.

Emulators (http://en.wikipedia.org/wiki/Emulator) are just needed when you are trying to run a program on a platform they are not intended for (in this case a mobile phone program on a PC). As you will be putting the program into an environment where it belongs, there's no need for an emulator.