1. Download and extract the Android SDK. Once it is extracted copy it to the root of your C drive and to make your life easier rename it to sdk. So in the end it should be C:\sdk.
2. Download and install HTC Sync.
3. After the install of HTC Sync is complete connect your phone to the computer and select the HTC Sync option for the connection type on your phone. It doesn't matter if it fails to connect or gives you any error. When I did it the phone told me it couldn't find HTC Sync on my PC but I just hit OK and moved on.
5. Copy whatever 3rd party apps you are looking to install to the tools folder. (C:\sdk\tools). DO NOT rename the files, I had problems after doing that.
6. Open up a command prompt on your PC (In windows it's start, run, cmd) and change to the tools directory.
After you change to that directory the prompt should say: c:\sdk\tools.
7. Type adb devices to verify that your computer can see the phone. If everything is working you should get a response that looks something like this:
List of devices attached
8. Once you verify that the computer and phone are connected type the following:
adb install nameofapp.apk (obviously changing the nameofapp part to whatever the file is named).
You should see it copy the app then install and at the end it will say successful. All done!
Feel free to add to this if I missed anything....