Applications do not go on the sd card . sd card is for media/music etc only.
You can plug in your BB to the pc and use it much as you would a USB key to drag and drop your music, or use the media manager on Desktop Manager.
I will have to have a look for a link for you as I do not fiddle about with music much but you do have to turn your mass storage mode to on when plugged into the pc. Go to options > advance options> media card & turn media crad support to on and auto enable mass storage mode when connected to on.
If you have a password on the BB you will need to put that in if requested. How do I add media files to my microSD card? - BlackBerryFAQ