HI kandle44, Welcome to the forums

Well, you can plug the cable that came with your phone into the phone then your pc and use windows explorer to transfer it onto the phone, assuming you have windows, if your using a mac or linux its the same thing basically just use their respective file manager to transfer it.
Then on the phone, use the built in file explorer to find it and select it to install.(Usually things downloaded onto the phone will be found under /MyDocuments..) Though because your transferring it, it will be where ever you put it.
Or..
Surf to the forums on your phone, log in an find this thread an download it onto the phone directly. Then on the phone, use the program called File explorer and locate it(G-Alarm) under, MyDocuments usually,and click the cab file an it will install on its own from there.
It will show up under start menu listed in with the phones default programs,click it an set it up as you like.
Cab files are easy to install just have to click on them when on the phone an away you go.
Probably the easiest way is plug the phone into your computer an transfer it over onto the phone using Windows explorer on your pc, then once its transfered you need to use the phones built in file explorer to select it on the phone an click it, not the file or windows explorer from your pc, as it would try to install it on the pc instead of the phone, which is a no go.
Hope this helps...If you have any issues, post back here an we'll go from there ok?
Peace

WR