Actually thats not true. You can indeed download apps to your pc then install them on your phone. You need an app called "app installer" on your phone to due so. You download an app (.apk file) to your pc then put it on your sd card and access it using app installer. This is great when an app is no longer available on the market but can still be downloaded from the developers site. Curvefish has a bluetooth toggler that I had to use this method to obtain. Also a great way to backup your apps.
You can also do this with Astro File Manager. Put the .apk file on your SD card in the "backups" > "apps" folder. Then open the Astro program, go to Menu > Tools > Application Manager/Backup. Hit the "backed up apps" tab, check mark the app you want and hit install. This sounds a lot more complex then it really is.
Check out a fun infographic that teaches you how to increase storage, enhance security, improve battery life and clean your device.