d-load means downloading correct? As for the access permissions, that is standard for the OS, all Android apps will tell you what access rights you'll be granting them. The idea is that since you can install apps from anywhere (even non-market sources), it'll help you decide whether to install that particular app.
If you're not certain about a particular app, try and look at similar apps, do they have the same permissions? If so, then its probably because of what the app does. It also depends on the type of app, music apps have no need for access to the camera, wallpaper apps shouldn't need SMS access. Also, check out the comments on an app, as well as its rating and the number of downloads. Sites like appbrain.com which have their own comment system as well as pulling the market comments helps with research too (androlib.com is another popular site).
If you have any particular apps you're not certain about, which ones? As big and active as this site is, you'll probably find at least one person who's tried whichever app you're curious about.