After HTC teased everyone with their latest version of HTC Sync allowing Aria users to install .APK files through their Windows-based PCs, they quickly took it away and left many users that missed out crying. Android Central has a shoulder - or an application, rather - for you
The Sideload Wonder Machine has one simple - but very useful - function: install third-party .APK files to your HTC Aria. Simply launch the program, choose the file you want (while your phone is hooked up to the host machine via USB, of course - it also wouldn't hurt to turn your USB Debugging on), and press that juicy "Go" button. A command prompt comes up, asks you to do something, and then you have that app you've been dying to get that isn't in the Android market.
From the looks of it, this works with any Android handset - not just the Aria - so if you wind up with another handset (hint: AT&T's lineup) without this functionality built in, then the Sideload Wonder Machine will be your best friend for a long time coming. Check out this forum thread for the download links and written instructions.