Haha, why thank you, I appreciate that (though for the record, I'm a girl ; ) ).
Alright, before sideloading any, you have to allow it. To do this, go to Menu > Settings > Applications and make sure Unknown sources is checked.
Now there's two ways of sideloading apps: By using the command prompt on your computer (but requires you to have the Android SDK installed) or just using your phone. I'll describe the second, since the first requires the USB part to be working:
1) Get the .apk file to your phone. I like using Dropbox, but you could probably just email it to yourself as well. Or move it by the USB cord, but the first two options are wireless.
2) Navigate to where the file is located. I use the paid version of Astro (there's a free one, too), but there are others that will most likely work.
3) Tap the file and it should ask you to either Browse File or Open App Manager, choose App Manager.
4) The top right should have a button for Install, tap that and you're done!
I'm hoping this works correctly, but if not just say how far you get and we'll go from there. I'm not sure how different it would be on the Captivate.