How to install non-Market applications on Android
When an Android user wants to install a new application, they usually just fire up the Market app, search for it, and install it with a couple of well-aimed button taps.
There are times, however, when you may want to load a non-Market application. For example, a perfectly good application may get banned from the market, but still be available from its original publisher.
By default, Android doesn't let you install non-Market apps due to the security risks involved (not to imply that the Market is entirely devoid of malicious apps...). To tell Android you're a big boy (or girl) and can take care of yourself, do this:
1) Go to Settings > Applications
2) Check the box next to Unknown sources
3) Confirm that you understand the risks
That's it! You are now free to install any application, even if it didn't come from the market. Just be careful!