It is Not necessary to Download and install android apps always from google app store.
Menu > Settings > Applications > Unknown Sources
Check “Unknown Sources” to allow install of non-Market applications. While developing, you most likely also want to enable “Stay awake” in Menu > Settings > Applications > Development so that your screen does not go to sleep every often.
Now you can install any app (including malicious ones) the usual way either by browsing to the app using the browser or using adb install command.