This functionality was integrated in the Android 2.2 update, but as we all wait for that update on our devices and most of us might not even get it. Appbrain has bought the same functionality with their new app update. The app will essentially allow you to install applications that you find in the market from AppBrain at the click (or a few clicks, in some cases) of a mouse button.
The feature is called ‘Fast Web Installer’ and it’s an add-on with the main AppBrain app. For installation and usage instructions, refer to AppBrain’s site.