Here is a step by step guide on installing apps
1. Go to the settings, then applications and check the "Unknown sources."
2. Download the app.
3. Transfer the app to your phone and place in a folder you will remember placing it in on your SD Card (Skip this step if using you Android to download).
4. Go to the Market (on your Android) and search for ApkInstaller (There is a lot of apps that you can use to do this but i personally use this one).
5. Download ApkInstaller (its free).
6. Once installed open ApkInstaller.
7. Go to the folder you put the application in (if you downloaded from you Android it will be the folder call "download" or "downloads").
8. Click the app once.
9. Click install