Huge thanks to cherr from motofan.ru for that tutorial!

The Java Heap size on Motorola ROKR E2 is controlled by the following file:
/ezx_user/download/appwrite/setup/ezx_system.cfg

Download this file and edit it with Notepad. Find the line which says "JavaHeapSize = 4". Now you can change that number from 1 to 6. They corresponds to:
1 - 512 KB
2 - 768 KB
3 - 1024 KB
4 - 2048 KB (default)
5 - 4096 KB
6 - No limit

Here is an example picture for "JavaHeapSize = 5":