u need a JVM app in order to install apps from that site. the stock 6.1 rom had one built in but for some stupid reason they didn't include one in the stock 6.5
so u can bing "JVM for windows mobile" and u will be linked to some.
EDIT:
HERE'S ONE
u can download and install it and see how it works. I don't know how it works because I would use the sprint one or I just didn't use jar apps at all because most of them IMO don't work right on touchscreen devices