I'd suggest doing it through a web page first, and then once you have that working, if you need help, I can quickly explain how to convert that into a URL request.
What format? MIDI?
If so, you'd generally send a MIDI via WAP Push.
There are two options for doing this:
1.) Store the file on a web server (be sure the web server is configured to return content type "application/midi" for the file) and send out a WAP Push (WAPURL) pointing to the URL of the file.