Have a phone that a carrier has blocked from sideloading? That's an easy problem to overcome with the Android Central Sideload Wonder Machine. It's a Windows program that can install applications you have downloaded outside the official Android Market to your Android phone.
It uses parts of the Android SDK, and with a minimal amount of set-up you'll soon be on your way and installing the applications like Swype, or apps from any of the other application stores out there. Getting the Sideload Wonder Machine is easy, too. Just head into the forums, and grab your very own copy!