You can use the "adb" command from the Android development tools to install non-Market applications on the AT&T Captivate: http://www.youtube.com/watch?v=J97Y31i9WUU

We also plan to distribute Firefox 4 in the Android Market when it is more stable.

I followed his instructions, precisely, which completely screwed up the usb/phone drivers that I had downloaded from the Samsung site yesterday. And now I can't even "see" the phone in the Windows Explorer. Will let you know later - after I uninstall EVERYTHING and re-start and re-install the Samsung drivers - if this actually works for me.

Okay. Got things working again and adb recognizes the phone. However, when it's connected w/usb in "Mass Storage" mode an additional drive letter is displayed but Windows doesn't think there's a disk in the drive. Also even though "adb devices" returns a list of attached devices indicating the correct id for the phone, the "adb install fennec-4.apk" command returns a result indicating the file cannot be found.  ???

I experimented with the phone's usb port in KIES mode as well and although I could then I could use Exploder to locate files and folders on the phone, the "adb install ..." command returned the same result.

These are most disconcerting results, particularly since I can't get Explorer to open the phone in Mass Storage mode at all. "help" here is usually very reliable and the instructions in the video & description are quite clear.  ??? I can wait 'til Firefox Mobile shows up in the Marketplace if I completely fail at this, but I need to solve the problem of not being able to use USB for file transfers, etc. Off to Samsung support, I guess.

Instead of "fennec-4.apk" try the full path to the Firefox APK package that you downloaded.

If you haven't downloaded it already, you can find it here: http://ftp.mozilla.org/pub/mozilla.org/mobile/releases/4.0b2/android-r7/multi/

For the official beta release, the filename is "fennec-4.0b2.multi.eabi-arm.apk". Try using the complete path in your "adb" command, or place the package in the same folder as the "adb.exe" tool.

Maybe you're version of android is different, but, in regular versions, you can allow non-market application on the settings under "Settings>Applications->Unknown sources"