well, unfortunately, before iphone version 2.1, apple did not allow you to install any 3rd party apps, unless your iphone is activated and jailbrokened by famous iphone hack software ziphone or the newer version for iphone 3g Winpwn 2.5.
activation and jailbrake is two different topics. once u have succefully jailbreak your iphone, you get the Installer icon and can have direct access to iphone developer sites like iphone community resources and all other iphone software download sites.
chk iphone downgrade/jailbraek software on google
WinPwn 2.5 beta for winxp/vista
and ipwn for mac