Since files distributed in this method have not been “blessed” by the keepers of the Market you will be presented with an “Install blocked” dialog box. You can Cancel, or continue by tapping the Settings button.
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On the Application Settings screen you’ll see an item titled “Unknown sources” which allows you to install non-Market applications. Once you tap the checkbox you will be able to install non-Market apps. You’ll need to restart the installation process for that app now.
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