Currently I don't have an Internet connection available on my cellphone and I would like to install some applications on it.
Is it possible?
Do I have to use the market?
You can use the Android Debug Bridge (adb) to install applications. You need to connect your phone to your computer via USB and possess the
ADB requires the Android SDK. So you must first install that.
The easier solution though is if your phone has Wi-Fi, just connect to an access-point and then open the Android Market.
An easy way to do this is with freeware Android Injector. http://www.harmonyhollow.net/android_injector.shtml
You don't have to use the PC.
I actually prefer transferring APK files over to the SD card and then running them from the phone via a file browsing application. You could also use Android Market from the emulator.
But, assuming you have a Wifi connection you could:
ALso: My HTC Magic came with a crappy ROM with no Google products including Market. So I flashed a Hero port onto my phone. Something worth considering. It's risky business nevertheless.