This is a relatively common question, the easiest thing to do, is plug your phone into your computer, copy the .apk to your sd card, then use a file browsing application ( I suggest Astro, free) click on it, then it'll ask you to open with its App Manager, do this, then click install, be sure to make sure that your "install non Market Applications" option is checked, or it wont allow you to install this. home>menu>settings>applications, first option