Do you want to try an app that is not available in iTunes App Store. You should install Ad Hoc Distribution in your Mac.

What is Ad Hoc Distribution?
Ad Hoc Distribution would allow you to try an application before it is available in the iTunes App Store. This is how iPhone applications are distributed to beta customers.

These instructions assume that you have a .app file and you are using a Mac. You can also look at instructions for .ipa files.

You need following things to install Ad Hoc Distribution:
1. A .app file for application. (AppName.app)
2. The .mobileprovision file for the application (usually Ad_Hoc_Profile.mobileprovision).
3. You need to have your device, iPhone, iPad or iPod Touch.
4. The computer (mac) that you would use to sync with your device.

Installing The Application in your Mac:

STEP 1 - If you have the files in an email, save them to a convenient location where you can find them easily. For example, say Desktop. If you have it in your Mac, make sure it is at a location convenient to you. If it is not, get it at a convenient location.

STEP 2 - Drag-and-drop the .mobileprovision file onto Library → Applications in iTunes. On the Mac, you can just drag it to the iTunes icon in your dock. However, in iTunes, generally in Library Menu, Apps icon is missing. To bring apps icon under library, open iTunes store in your Mac, select “Preferences” under iTunes name appearing in the header of your Safari. Check the Apps option and click OK.

STEP 3 – Find the .app file (usually AppName.app).

STEP 4 - Drag-and-drop the .app file onto Library → Applications in iTunes.

STEP 5 - Make sure that the application can be seen in Library → Applications. However, it will not be having its normal icon. So that sight of a different icon should not upset you.

STEP 6 - In iTunes, select your Device under Devices.

STEP 7 - Choose the Application tab, and make sure that the new application is checked.

STEP 8 - Sync your Device. After the procedure of syncing is complete, you can try out the new app.