Having Problems installing programs

[bunkison2k4]

Hi guys. I am very new to this. Help me figure out what I'm doing wrong. Trying to lsync these great programs to no avail. Do I just open them, or do I save as? I was trying to remove the outgoing text message. I downloaded the program and got stuck right there. What am I missing? Other programs just sync to the phone right after I download them.