1. What are apk files
Apk files are the application files for android devices (usually for mobile phones or tablets).
The .apk file for android is like an .exe file for Windows, it is a packed application that once executed, it installs a mobile app or a mobile game on your Android device.
Memory space on the mobile device is required for the installation of the application.
You can also find some info about apk files at fileinfo.com/extension/apk.

2. Content not supported - error while downloading apk file
On some devices like the Galaxy Tab 1 with Android 2.2 you might get an error when downloading the apk files, the error says "Content not supported".
To fix this, you can use another web browser like Opera Mobile, it will ask you where to save the file (e.g. /downloads), then go to that location with a file manager and open the apk file.

3. Can't open file
After you downloaded an apk file, depending on how you start your file, you might get an error "Can't open file".
This error can show up if you are opening the files directly from the top notification bar or if you go to "Downloads" application and open from there.
Try opening a different file manager and browse to the location where you saved the apk file, usually "/storage/download" or "sdcard/download" and open from there, it should work.

4. Installations from unknown sources are blocked
Some Android devices might block you when trying to install apk files that are not from Android market, the error should mention "Unknown Sources" and should also show you the "settings" button.
To enable installations of apk files from unknown sources you need to check the box under:
Settings > Applications > Unknown sources
Or on newer devices it can be under:
Settings > Security > Unknown sources