Hi Georgios,
I am not sure about who has worked on the OXD installer. If you want to wrap your head around the code, here it is:
In case you want to do things differently, you can install everything manually on your PC. Here's the link:
Here, instead of going for the Window installer, you can opt for installing the openxdata war file on your Tomcat instance. Let me know, if you have any queries in installing OXD manually, I can help you with it.
Additionally, the mforms-midlet-2.4.8-me.jar file is the one that will work on a J2ME phone, not an android phone. If you want to make the client work on Android, then ODK is the correct client (which is compatible with OXD). Here are the instructions:
Hope this helps,
Raghu Mittal