You can download/install packages to the phone via PC, but this seems a silly way to work when there is a repository available.

Using HAM (Hildon Application Manager) is the easiest and safest way to install N900 applications. You require an internet connection to your N900 either WiFi (preferred) or 3G.

I recommend you read all the beginners pages on the wiki site (sifo's link above)

Any more problems after this we will try and help.