Application installation problems WM6

I recently got an HTC PPC 6800, my carrier is Alltel, and I'm having trouble installing certain programs. I download the zip file for programs, extract them, but all I get is several different files with names like 0CAB3F98.004, SMARTP~1.001, and most all of them have a _setup XML document. I transfer all of these files to my phone via ActiveSync, but I am unable to open any of the files once they are on my phone. I seem to have this problem with many of the applications I'm trying to put on my phone. Please forgive my ignorance, this is my first PPC and I'm just trying to learn all the tricks. I apologize if this isn't the proper place for a question like this on these forums, I'm new here. ANY help at all would be appreciated, thank you.