How do I install the application I just purchased?

To install your application, connect your iPhone or iPod Touch to your computer. In iTunes, select your device from the source list.

The preferences pan for that device will appear.
Click the Applications tab.
Select “Sync Applications”.
Click “All Applications” or “Selected Applications”.

If you choose “Selected Applications", also select eh applications you want to sync.

Click “Apply”.

For more detailed information about installing applications, please visit http://support.apple.com/kb/HT1977