Putting apps onto iPhone 3g?

[FastA]

I just got an iPhone but havnt set up my WiFi yet.
Am I able to download the apps in iTunes and then put them on the iPhone?
If so can someone tell me how, and also does it need to be jailbroken?
I have tried doing the things below (except for the edge thing... whats that) and it says that my computer is not autorised to transfer the apps to the iphone... or something along those lines.

 

[padsquad43]

If you just got the new iPhone you can download them straight from the newest iTunes and they will sync with your new phone. It does not neeed to be jailbroken, because now Apple supports their own applications for downloading. Also, you can use EDGE to download from the app store on your iPhone.