Ok so I have downloaded the jar and the jad version of the application I wish to add, which one do I need and how do I do it?

Thanks
Standen

Copy the JAR file to the root area of the phone. Your phone should then install it on its own. (may need to power cycle)

Here is a nice multi step tutorial on it:
Zedge | Forums: How to install games & apps on SE phones - page 1 - Free your phone!