At the present time, Google is limiting access to Android Market to smartphones and only smartphones. So any device that runs Android that isn't a phone (e.g., Archos tablet) cannot access the market. That likely will change later this year, as more non-phone devices are released. There are alternatives (e.g., slideme.org) that you can install apps that are available from sources outside the Android Market. Also, if you have an Android phone with a microSD slot, then you can save the APKs for many free programs (but not all of them and usually not non-free programs).

FYI: where to find--and how to install--various APKs has been discussed extensively in both "General Discussion" and "Android App" subforums, so you may find it helpful to review past threads and/or utilize the forums search function.