Consider the iPhone Installer application a virtual gateway to a litany of third-party applications for your iPhone that are downloadable via Edge or WiFi. Installer is not endorsed by Apple, so to use it, you'll have to “jailbreak” your iPhone – a process that frees it from the software restrictions baked in by the folks in Cupertino. Rest assured, jailbreaking an iPhone is a hack that your grandma could perform without a sweat, and unlike earlier hacks, you can always restore your iPhone if anything goes wrong. No one likes to leave Apple's good graces, but the payoff is no less than access to the best iPhone apps out there. LifeHacker  has an excellent guide to jailbreaking and setting up Installer.