Its late, and I really wasnt going to reply to this because I'm really tired, but then I came across this thread here:This thread
This basically explains what you need to do to install an app. It involves throwing the emulator in a directory that the evox.ini is set to auto detect.. and thats about it. If you dont have ftp set up then I suggest you do that. You can always just burn to cd and use xcommander or something, but ftp is really the way to go especially if you transfer files to it a lot (I ended up this way.. I cant help but throw stuff on my xbox to back it up heh).
Hope this helps, forgive the spelling and grammer please