You can install most applications and games from the Application Manager (with no need for red pill or anything else).
The Application Manager finds available apps/games in Application catalogues (also called sources or repositories). It is preconfigured with the official nokia catalogues but most interesting things are in the catalogues named "Extras", "Extras-testing" and "Extras-devel". Search the forums on how to enable these (if they are not already enabled on your phone). Be careful though, apps from extras-devel are not well tested and may damage your phone.

For some apps, or for some advanced commands, you may need to become "root", a special user with unlimited access. You do this by first installing (through the Application Manager) the app named "rootsh" (this should be done once). Then in the Xterminal app, every time you need it, you type first "sudo gainroot". Be careful, I suggest you read up a bit on the linux shell first. If you are root, a downloaded .deb file can be installed with "dpkg -i app.deb" (app.deb is the name of the file you downloaded).

It's all written in the forums, so if you need something more, try a search.

[Sorry, just saw the bit about not having Internet on the N900...]