Don't know if you can even write custom applications for this device. I know for PDA's and SmartPhones, it's not too difficult. If they're using Windows Mobile, you can just use the .NET Compact Framework. Otherwise, Borland's CBuilderX has some support for mobile phone development. And some phones can handle Java-code.

Mobile phone development is easiest with smartphones in my opinion since the .NET framework is reasonable easy to use. (I use it for my PDA, which also uses Windows Mobile but which lacks the phone functionality.)

Am not sure if you can even write custom applications for this Nokia, though. No specifications about the available RAM or OS are mentioned there. Won't be easy to find out how to write code for it. If it's possible at all...
Of course you could write applications for your computer that will communicate with your Nokia. Is that what you are searching for?