The only thing you need a separate computer for is a full reflash of everything, like the update to OS2008. The N800 has a program called "Application Manager", which is a friendly way to install programs. You can also install programs easily from maemo.org, just browse on over from your N800.

As for App. Manager (or more technical programs like the afforementioned apt-get), you'll need to make sure it has the appropriate repositories (servers) enabled to install most of the cool software (under "tools > app catalog" in App. Manager's menu). I can't recall what the defaults are, but you want maemo extras. Either enable it in the menu or try installing something from maemo.org like Mplayer or Maemo Mapper. Before the maemo.org install can procede, App. Manager will prompt you to enable the appropriate repository.