Installing 3rd party applications...

I am a new user to 6600...I have downloaded a few 3rd party appication to my pc(photographer, ETI camcorder, FScaller, and etc)...but I totally have no idea at all in how to install them to my phone....can anyone help?...can someone explain in step by step on how to install for me?...I am using an infrared connectivity.......please help...thanks...!!