If you are developing Flash Lite content for Nokia mobile phones and you want to package your swf into sis files and have an icon SWF2Go from Orizon is the right tool. The tool costs $69.95.
The tool is very easy to use. First you need to understand that you must have the Nokia SDK installed on your computer. These SDK can be downloaded for free from the Forum Nokia. Second you need UID from Symbian. These are unique ids that identify your installed application.

So depending on which phone you are targeting a different SDK and UID need to be used. My suggestion is to target only phones that are Flash Lite enabled which means Nokia S60 3rd Edition. Be aware the tools creates installers for S60 devices only.

Here is the main window where you select the name and UID for your Flash Lite content, icon and SDKs.

Notice that for Nokia 3rd Edition phones the icon is actually an SVG-Tiny file. The Nokia SDK has a tool to convert SVG to SVG-Tiny.

The Options button opens a window where you can select the SDKs and fill the information for signing the sis package file. This is a required step for installing sis on Nokia 3rd Edition. You can self sign your sis. But if you intend to sell your content you might want to go through the Symbian Signed process.

So once you filled all the necessary fields you can build your sis package file and install it on the target device. Two interesting features are that you can use command line, so you can automate the process and you can defile projects as XML files.

You can find more information here. Also wanted to mention that the developer of SWF2Go is Faisal which is a Flash Lite developer too and he is very helpful for any questions you may have regarding the tool. Also you can download the manual from their site.

Alessandro