Installing programs on your HTC Wizard is easy, if you know how to. From the comments I learnt that not everyone knows how to, so here is some explanation. There are three ways to get a program to run on your device, which method to use depends on the type of file you downloaded.

Installation from your desktop PC

The majority of programs are distributed as an executable file with the .exe extention. Those are the easiest to install. To be able to install these programs, you will have to set up a ActiveSync connection. When the ActiveSync connection is active, simply execute the file on your desktop PC, and installation will start. Just follow the directions you'll be prompted with.

Installing .cab files

Some programs are distributed as .cab files. If you download these programs to a desktop PC that has Winrar installed you might be prompted with the question if you want to either open the .cab file in Winrar, or save it to disk. Do not open the file with Winrar, save it to disk.

Now you need to get an ActiveSync connection active again. Click the Explore button in ActiveSync, and an explorer window will open on your desktop PC. You can now navigate to the My Documents directory and copy/paste the .cab file onto your HTC Wizard.

All you have to do now is open File Explorer on your device, navigate to My Documents and tap the .cab file. Follow the directions on your screen.

Main Memory or Memory Card?

In theory you should be able to install programs either in Main Memory or on the Memory Card. However, some programs will not run when you install them onto your Memory Card. If you installed a program onto your Memory Card and find that it doesn't run, first de-install and then re-install in Main Memory before you start pulling your hair out.

This .exe file will not run on my desktop PC!

A minority of programs available for your HTC Wizard is distributed as a single .exe file that can be run straight from your device. You will know when you deal with such a program the minute you try to install it using the standard method for .exe files. Your desktop will complain that the file is not a valid Win32 application. That is your cue to put the .exe on your device just like you would do with a .cab file. The difference is that this does not install the program, it justs allows you to run the device straight from the HTC Wizard.

This method has a downside, programs are not available from Programs in the Start Menu. To remedy that you can make a shortcut though, for example with Total Commander.