The easiest way is to turn on USB mass storage mode.
Start, settings, connections tab, USB Connection Mode.
Set it to Mass storage, and then choose what you are going to use, My Storage, or Storage Card.
The best way is to connect via Activesync.
Or if you want to browse the net by phone, I will shorten the URL for you.
http://tinyurl.com/c5w5bd
Download it from there to your device, then tap to install.