Normally, to sideload (install from outside the official market) an Android app, you need to enable the "Unknown sources" option in Settings > Applications, then copy the app anywhere on the SD Card, and install it via a file manager, such as Astro.
Unless, of course, a certain entity removes the whole option altogether, making it impossible to install off-Market apps unless you root. Aria, Backflip, Captivate, X10 all have this problem. There was a workaround with HTC Sync that "mistakenly" allowed sideloading, but that hole was patched by HTC shortly after.
However, there is light at the end of the tunnel.