Yes, i DO have configured all itens as suggested on the documentation and I'm able to debug java SE application, Android application as well as debug J2ME applications when using the default Java ME SDK.
My problem is regarding specially debugging java ME LG SDK (what we are able to do using net Beans).
which JVM are you using? and just to double check, you are using LG_SDK_10 aren't you?
i did some tests today on on that SDK with galileo and a JVM 1.6 and everything seemed to work ok. i was able to set break points, and execute step by step. this SDK is based on Sun WTK so if sun WTK works with you probably it should also work ok.
maybe there is some issue with the software / hardware configuration that is not documented properly