From this site you will manually download and install an .apk file.
An .apk file behaves in a similar manner to a “.exe” file on Windows, you need to copy it to your device and run it. Here are some ways that you can manually install an application without going through the market.
Enable Unknown Sources
Before attempting a manual installation of apps using the .apk files, you must first allow your phone to install from “Unknown Sources” (i.e. non-Market apps).
To do this, navigate to Menu -> Settings -> Security and check the box marked “Unknown Sources“.

First Method: Installing app Using The Conventional Method
1. Install File Manager
2. Copy .apk file to SD card
3. Navigate to the .apk file using ASTRO File Manager and install it.
Second Method: Installing app from Email attachment
1. Send .apk to your email connected on Android device
2. Open email on device and click on .apk attachment
3. Select Install.

NOTES:
- Second method is faster but doesnt work on some older Android versions.