Very easy, and no rooting required.
1. On your phone, go to settings>applications>development, and check 'unknown sources'.
2. Download the app to your computer.
3. mount your sdcard by plugging in your usb cable, dragging down your notifications bar, and clicking on the usb icon. click mount and let it do it's thing, unitll the options list pops up.
4. select 'view files' and when the window opens, drag the apk file you downloaded to the root of your sdcard (not in any folders).
5.Unmount your drive,
6. go to your sdcard, and click on the apk file that you just put on there, and it will ask if you want to install. Hit yes, and you are done.
7. If you download it from somewhere other than the market directly to your phone, you can skip 2-6. it will download the apk file directly to your sdcard. Just go to it, and click install.