Are all JAVA-enabled cell phones GPRS-enabled too? Any instances when they are not?

This are two different technoligies, totally independent from each other. A java capable phone can work without gprs and vice versa.

GPRS - Is a technology used to connect cellphones to the internet and to networks. Read more >> (http://en.wikipedia.org/wiki/General_Packet_Radio_Service)

Java - Is an open source object oriented language, which runs all platforms. Read more >> (http://en.wikipedia.org/wiki/Java_(programming_language))