Use DropBox. Put the APK in your DropBox folder. Open up the DropBox app on your phone, find the apk, tap on it, and it should download it to your phone and then install it.
Use the SD card. Plug your phone into the computer via USB. Mount the SD card drive. Copy the APK into the SD card. Unmount your phone. Browse to the APK using a file browser app such as Astro. Tap on the APK and it should present to install it.
There are countless other ways to do this, but these two are probably the easiest.
