[jakewill]

Here's what you do:

0. Home>Menu>Settings>Applications>Check Unknown sources
1. As far as I could find, you need an SD card. While not rooted, your phone's file explorers can't see the same contents on the 8GB memory that your computer can transfer to.. You may be able to email the APK to yourself, log in to gmail through the Internet browser, and download/install the attached APK.
2. I use OI File Manager to browse my SD card -- found in the Market app.
3. Find the file in OI file manager and click to install.
4. For Swype, you need to go to Home>Menu>Settings>Language and Keyboards>check the box next to swype
5. Open any text box (email, google search, etc.) and long press the box, select Input Mode, and select Swype.

Hope it helps,
jakewill