If you want to avoid using your data connection at all, you’ll need to download the .apk file and manually install the application.
First, go to Settings > Applications on your phone. Make sure that “Unknown sources” is checked, so that you will be allowed to install apps that aren’t directly downloaded via the Market app.
Second, you will need to find and download the appropriate .apk file for the app you want to install. You can save it to your computer, and then plug in your phone via USB and transfer it to your memory card. OR, if you already have the phone plugged in and the memory card mounted in USB storage mode, you can choose to download the .apk file directly to the phone.
Once this is done, you’ll need to be able to find the .apk file in your memory card. Hopefully you’ve got a file manager app installed (such as Astro or similar) – if not, you may have to use your data connection to install one from the Market. After that, however, you’ll be able to install apps in the future using .apk files, so it’s worth the download of at least this one app.
Open your file manager app and navigate to the folder where you saved the .apk file. (You can also use an app specifically made for manually installing apps. However, I prefer using a file manager because it has more uses and applications than just that single feature.) Open the .apk file by tapping on it, and the rest should be automatic.
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