How to download XAP file on Windows Phone 7?
"The file cannot be downloaded. Windows Phone does not support this file type."
Go to Start → All Programs → Windows Phone Developer Tools → Application Deployment. This tool allows you to select an XAP file and deploy it to your unlocked developer phone.
only full (or using WP7RootTools) unlocking device and using XapDeployer application.
You can find all the information here: http://forum.xda-developers.com/showthread.php?t=1555862
If you want to install it, use the Application Deployment applications installed with the SDK