If there's no "open" option in the browser, then you should save the file. Which you did. Now, run "Application Manager" (under Tools) open the menu (click on the down arrow in the titlebar, or press the "menu" key) and click "application - install from file". Point to the saved .deb and it should install.

Downloading debs to install is not a good way to do things, because if the deb requires some other package and it's missing, you'll have to find/download/install that package first.

Instead you should be using the "repository" method. Go to http://www.maemo.org/downloads and find the apps you want, install using the "click to install!" arrow. This way, all required files will be installed first. Some apps could still require you to install a support package first, for instance Kagu needs Python 2.5 from here to be installed first.

You can manage repositories and add new ones from the "Tools - Application catalogue" option in Application Manager. Some programs won't provide a "click to install" link (it's a relatively new mechanism) but will require you to add their repositories first. That's where you'll have to enter the repository info.

Also, you can use the Application Manager to browse for new packages/programs. It will scan the configured repositories and present you a list. Of course you need some basic/common repositories configured (default configured ones don't have much) first, so go with the "click to install" way (it will also add repositories to the "catalogue") until you have a few more repositories.

Hope this helps.