Nice tip Erel. I will try it . Thanks.
I am using two other methods for transfering files (in general the APK) between PC and device, namely:
1) by GMail as an attachment. At least on my Desire HD with Froyo 2.2, I can then open the e-mail with the GMail-application and install the APK directly.
2) I bought a bluetooth-adapter for my PC (EUR. 10,00 or so) and paired it with my device. Then on the PC, you just select the file and say "Send to bluetooth-device". Then on the device, I can install the APK immediately.