You should be able to do it normally. Are you sure you've got the correct build of Lemmings for your mobile phone? I know there are at least two for Nokias depending on your screen size, and a UIQ one if you're a smug git with an Ericsson stylusphone.
(by the way, the whole Lemmings mobile phone experience was a joke. only the first 30 or so levels spread out over 4 "difficulties", made even worse by the rubbish "builder" skill that doesn't work and the blatant disneyfication of the "bomber" action)