Once you tap the.apk file (and select Package Installer if you're asked what to complete the action using) you may receive a message saying: Install blocked
For security, your phone is set to block installation of applications not sourced in Android Market
This is due to the fact that the package has been downloaded from a URL rather than the Market. The .apk file is digitally signed by OneLouder and is safe for use on your device.
To override the block, tap Settings on the Install blocked window and check the checkbox on the Application settings screen for Unknown sources.
You will receive another Attention message noting that you take responsibility for any damage or data loss that may be caused by installing applications outside the Market. Tap OK.
Once you've completed the installation, you can uncheck the checkbox for Unknown Sources in Application settings to block future applications outside the Market.
Note about AT&T Android Phones: AT&T has chosen not to allow installation of non-market applications on their Android phones. Please use the Android Market to download applications for these devices.