Nokia PC Suite: http://www.nokia.com/pcsuite (using Bluetooth or a cable) and its "Install Software" feature for installing apps to the phone.
Or just built-in Bluetooth support. In other words, on a PC with Bluetooth, the Bluetooth software usually allows simple sending of files (including .jar files). When done so, on the phone, the file comes in as a message in the Inbox, which you can then open and if it is an installable program, the installation begins. (After the installation has completed, you can delete the message from the Inbox).