your iPhone is locked to use apple-approved software only, what you want to do is called jailbreaking, it breaks the protection on the iPhone
This is the reason i do not buy the iPhone, cryptographic protection on a phone that you paid your hard earned money on is wrong, just like network locking, good luck with your device and i hope you succeed in unlocking it, i hope these bastards learn that this is not the way to do business
Lots of people would be willing to write free applications for the iPhone, but apple decided to get greedy and ask for more money