Yes: you can connect the phone to your computer via USB, click the notification on your phone to mount the USB storage to the PC, move downloaded apps from your computer to your phone (easiest if you put them on the SD card), and browse on your phone to where you put the apps and click on them to install them.
Your phone should have a file browser, but if it doesn't I recommend Explorer. You'll need to enable Unknown Sources in
Settings -> Applications as well. You can download apps to your PC most easily from alternative markets like GetJar.
If you have installed something like Download Crutch so that you can download any type of file, or are using a non-stock browser that will ignore Android's restriction on downloads, then you can of course just download the .apk's directly to your device and skip the PC.