Nokia OS Wont allow you to install any unsigned applications In Your Mobile.. It Will Show Certificate Error.. You Have to Sign These Applications By Obtaining Key file and Certificate File..
Get Certificate and Key file From http://cer.opda.cn/en/index.php??module=index
1. Click Register and Create Your Username And Password.
2. Now Click Login Enter Details..
3.After Login — Click My Certificate -Apply Cer ( Orange Color Button)
5.Now Your Phone Details Are Asked in Model Give Nokia 5800 XpressMusic and enter Your IMEI NO.. You can Check IMEI using *#06#..
Note : Double Check the IMEI .. The Certificate and Key File is Created Based on your IMEI..
Now Click Submit Application Wait for 12 – 24 HRS to Get Your Certificate..
6. After 12 – 24 Hrs Check My Certificate.. Your Certificate Will Be Created and Shown Like This.. Now Click On .Cer and .Key to Download Certificate and Key File in your PC
7.Goto Signing Softs For online Signing Of application.. you have to Upload the File  Wait For Some sec you will get Your signed app link  Download
A Back Up Of All your Online Signed Applications is Stored in Signed Softs..
Hope You Understand this Step By Step Tutorial..
For Offline Signing Search google
Get Signed and Enjoy..
Hey again 😛
There are other ways and faster too, well I’ve done that on Nokia E65 and Nokia N95, it takes about 5-10 min.
BTW you have MSN maybe? If I can add you, and speak with you about applications and other stuff? 😛
I too Tried others, but at that time this was fast and provided proper key and certificate. btw i am not using MSN and u can mail me at karthik[at]digisecrets[dot]com