To install a non-Market application, maybe an .apk file. You needs a tiny tool to browse the SD card, and pick the .apk file. This is simply the tool you got, free, without advertisement, and it is very tiny.
- It is rarely tiny! It takes only 64 KB on your Android phone.
- It supports external SD cards.
P*S: Don't forget to allow the installation of non-market apps in the system settings.