For the first three posters...
Darn search button is broken again. This question has been asked hundreds of times. In order to load software via the application loader, you have to also have the BlackBerry Handheld software installed, as well as desktop manager. It is a second piece of software.
Please check out
Main Page - BlackBerryFAQ for more instructions on how to download and install the BlackBerry Handheld OS. If a particular application doesn't load, I would contact the vendor who wrote or sold the app.
Good luck and welcome to all.
Inspector - the 8310 is brand new. The handheld OS for it is not out yet, so you are out of luck until some carrier puts it out for download.