Zxreader is a very good reader for nokia 5800 and other s60 v5 mobile phones. It is a powerful eBook reader with many in built features like, bookmarking and man more required for an eBook managing and reading application. It supports FB2 format. Its best to convert pdf to FB2 format for use in this reader. At the end , a very good eBook reading application.
It can be downloaded from http://zxstyles.allnokia.ru/zxreader.php
To convert pdf to fb2 format, use calibre, an ebook management software.