OK, just to confirm, it's as I & 'adv_dp_fan' said, in that to run the app on real devices, you need to be a member of a Developer program (
http://developer.apple.com/programs/ios/develop.html). Unless you're in an University Program, then it's probably the individual $99 program that would be needed. I guess the option would be to jailbreak your device, but I've not gone down that route.