It’s not secret that AT&T has blocked the installation of .APK files from 3rd party vendors that aren’t available in the market. Of course you could root your Aria or Captivate if you want that function. Previously you could use HTC Sync to sideload apps, but that loophole has since been closed. Or you could just use this nifty little tool courtesy of Android Central. It’s called the Sideload Wonder Machine and it takes out the technical aspect of using the Android SDK and the command line to load applications on your phone via USB cable.
All you need is a Windows PC and a USB cable to get started. Check out the video below to see the Sideload Wonder Machine in action, or head on over to Android Central to get your hands on it.
This will not void your warranty, BTW. This is the Google-approved procedure using the developer’s SDK, just packaged in a user friendly application.