With the release of Mango, Microsoft has also release a new Web (read online non zune) version of the Marketplace. This is a great place to discover all of the applications that are available for your Windows Phone.
In addition to allowing you to search for applications, it also lets you install the applications OTA (Over the Air). This makes it really easy to explore and download applications. Lets walk through the steps necessary to download apps from the new Web Marketplace.