well it is simple as pie
Attach usb to the Phone and than to pc.
It will ask for Data Transfer or Com port.....choose the First one
Now copy the games setup which are present with extension .jar or .jad into any folder.
switch your phone on
go to my stuff
choose folder and open it here you will find that file select it. this will prompt for install it.
now go to multimedia menu
choose games and application and than application
Your game icon is available there.