I know this is basic for most of you, but I hope some newcomers will find it helpfull!
First off all you need the phone connected to the computer, I'm assuming you have a USB cable. if not, get one
In order to connect the decive to the computer, you'll need a program called Blackberry Desktop Manager. You'll probably want the newest version of the program.
This can be located here: BlackBerry - PDA Software Downloads - Support & Services at BlackBerry.com
Click: Download BlackBerry Device and Desktop Software
When prompted to choose program. Choose: Blackberry Desktop Software 4.3
A new screen comes up, hit the download link shown in red here:
Fill inn contact information and hit next, accept the EULA (if you accept it) and hit download.
Filesize should be aprox 330mb.
When this is downloading go to http://www.operamini.com/download/pc/blackberry/
Select your device and you'll be given a page where you can download.
Verify language and hit "opera-mini-advanced.zip".
Save the file to your desktop and when completed extract it.
Install the application and start the program called: Blackberry Desktop Manager
When the program is started connect your phone.
After a little while of working it should come up like this (notice: Device connected: "YOURPIN")
Press "Application loader" as marked in the image above with red.
At first connect the program will load a lot of information from the phone, it will probably run for 5min aprox.
In the end you'll get to the Application list. At my phone it looks like this:
Press the "add" button, browse to the files you extracted (opera ALX files): operette-hifi.alx
Select the file and hit open. You'll get "Opera Mini" in your application list, press the Next button. And the installation will complete.
Your phone will reboot and voila!
Hope it helps you.