A JAD is basically just a text file telling your device where to find the actual components. Here's an example:
MIDlet-Name: Blackberry Messenger
MIDlet-Version: 5.0.0.8
MIDlet-Vendor: Research In Motion
RIM-COD-URL-1: net_rim_bb_qm_peer.cod
RIM-COD-Size-1: 1139546
RIM-COD-URL-2: net_rim_bb_qm_peer_resource_en.cod
RIM-COD-Size-2: 28244
"RIM-COD-URL-1: net_rim_bb_qm_peer.cod" is telling your phone to find the file "net_rim_bb_qm_peer.cod" in the same directory the JAD file is in. If you download the COD files for your app, you can create an ALX (which is like the desktop version of JAD file) file in notepage, which can be used in App Loader/Desktop Manager.
Seems like this might be confusing to you, so post the app you want to install and I'll make the files for you.
PS- in the meantime, install BBSAK (BlackBerry Swiss Army Knife). It'll be a lot easier to use than Desktop Manager, and you'll need it to install apps.
Just realized that I didn't even need to create an ALX, BBSAK installs without it.
Once downloaded, open it and drag the 2 files out to your desktop. Open BBSAK (it'll prompt you for your phone's password, if you don't have one leave it blank and click OK) and click INSTALL COD. Point it to your desktop where the 2 files are and double click autotextbak. You'll get a message saying it installed successfully, and voil�!