If you have the Android Development Kit (See Bottom) then there is a super easy way to install an application from a file. All you need to do is start up a Terminal and type:

    adb install -r <your.apk>

the `-r` function will replace an existing application with the same name.

No fumbling around with SD cards and no searching your phone for transfered files. If you are an avid Android user then I recommend getting the ADK.

[How to install just ADK Binaries](http://android.stackexchange.com/questions/42474/is-there-a-minimal-installation-of-adb)