not all the apps are free, some do cost money. as for installing them from the market, if you can find them you should be able to download them. as for outside of the market, make sure in your settings (mess around with the phone to find it, you can learn alot about the phone that way) make sure you have allow outside sources checked.
as for connecting to the computer once it's plugged in you have to "mount" the phone from the notification bar on your phone's screen.
good luck

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