Exciton binding energy, interband emission energy, oscillator strength, and some nonlinear optical properties in quantum dots made up of polar semiconductors are computed with the geometrical confinement. The effects of the interaction of charge carriers with the longitudinal optical phonons on the exciton binding energy are included. The anisotropy of the effective masses of holes is incorporated throughout the calculations. Nonlinear optical exciton absorption of II-VI systems based on some polar semiconductors in the presence of LO phonons is discussed. The optical rectification coefficient associated with the intersubband transitions in a quantum dot of polar semiconductors is investigated. Changes of refractive index with the photon energy in a polar quantum dot are found. Our results show that the polar bound excitons in II-VI based polar semiconductors depend on the geometrical confinement, and the nonlinear optical properties strongly depend on the polar materials.