Nothingto be embarresed about at all, lot of folks out there either don't want to use their data connection or just wanna do it all via their PC.
The biggest problem you'll find is that most of the applications are packaged for OTA (over the air) download, what you can do is download the .jad file open it in notepad and you'll see the location of the .cod file(s).
If you type in the address of the site you got the origional .jad file from, followed by the path to the cod file, then you can download that and use desktop manager to install it.
if the OTA link was www.website.com/application.jad
downloadd the application.jad file and open it in notepad, in there will be a line that says something like application.cod, so what you'd do is type in www.website.com/application.cod
and download it!
There are other ways, which I'm sure will get commented later!
Also, as you're on Orange PAYG, did you know that Orange are now letting PAYG customers have the BIS plan for £5 a month! Would give you so mny extra benafits!