From DX, I searched market for an app, but did not find.
I searched google and found it here Live TV | AndroidApplications.com
How do I install it on my phone? This phone just came out of box, so no apps are on it yet.
If you find an app on the internet thats not in the market you need to download it to your SDCard.
Then go to the Market and search for an app called Astro File Manager (its free). This app will let you browse your SDCard to locate the app you downloaded from the internet and install it directly. Just click on the file and it will popup asking to open or install. Choose install, obviously.
Your first time installing an app from Astro you will get a warning message telling you it cannot install 3rd party apps, then it will take you to a Settings page. Click the very top checkbox (Unknown Sources). Then go back to Astro and try to install again and it will work just fine.
I know its a lot to take in at first, but its very simple. Hope I helped!