have you tried using the desktop manager that comes w/ your 8830? install it. and use the application loader. and point it towards the application.ALX file. If its a .JAR file its best to downlaod it OTA(over the air) or via data services through your browser.
Thanks so much for the answer, I was using the mac version of the desktop manager and it was not very intuitive. I went and reloaded the desktop onto my laptop and it made a world of difference.