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Okay, let try it this way...
First off, is your phone Jailbroken? The reason I ask is because you can't just download an app and install is like you would a computer.
The other reason I ask if your phone is Jailbroken or not, is because if it was jailbroken, you should automatically have two new apps show up on your homescreen. One being Cydia, which is the most commonly used Jailbroken app installer, and the other being Installer, which is not nearly used as much as Cydia, but it's still there.
Both MiM, and a very nice NES emulator can be found on Cydia from the MMi Repo, as well as a gajillion other Repos.
The only real benefit to being able to SSH or hard connect to the file system of your iPhone would be to do things like load Roms into the Roms folder, more easily manage Winterboard icons (although this can be done via Mobile Finder as well) and load up your own sound effects.
Other then that, even updating the Mobile Substrate that allows you to do that thing that is greatly frowned upon on this site, can now be done from Cydia.
I can also understand the trials and tribulations of getting help sometimes, most everyone here is pretty cool about helping, however in any type of trouble shooting there come the language and terminology barrier which must be overcome.
For example:
"Example: I DL'd MIM.rar.app from this website, I want to be able to use this on my iPhone. 1) I couldn't make the transfer to my iPhone on iPhoneBrowser. 2) I got it on my iPhone, right where I want it: Root/Apps, however it doesn't showup on my iPhone, and it's fill extension is .rar.app not just .app like everything else."
1. If I am to understand you correctly, you want to use MiM, a cool little apps that changes the Carrier Logo as well as Fake Time, A very fun thing to do and a great way to start.
However you state that in 1 you couldn't get the app onto your phone, but in 2 you got it on your phone right where you want it, but it doesn't show up on your phone.
So is it on your phone? Or is it not on your phone? If it is on your phone, then the problem lies in you needing to delete the *.rar part of the *.rar.app.
(then again I have never done it that way, and have always relied on Cydia for installing apps, as I do not fully understand the Unix filing structure).
"I also want to load the Nintendo game NESapp-0.53.tar.tar and be able to use it."
Well, .tar means that it is compressed, like .zip, or .rar. So you have to uncompress it somehow to get the data that you want, and in that case, you want to use winrar.
However this is getting more confusing then what it needs to be, and the simple answer is to just use Cydia.
"I don't understand why the damn apps aren't available on an installer app! Or why there's apps available but no instructions/programs to load them without trial/error!"
Well, the reason that there aren't any apps available on Installer is because like Cydia, you need to add sources to your repository list.
(Now I will mention that Saurik did a fine job of including a good deal of sources in Cydia, much more then Installer has on first use)
In Linux, to make life easier for n00bs (like me!), instead of learning a whole new language to install a program, there are dedicated programs that act as "add/remove programs" found in windows, however instead of downloading the installer .exe file that you would in windows, you go to the repositories where the programs or "Packages" lie, and install it directly from the website.
However, you need to add the repositories to your sources list, which is a very simple task to do. In fact, in Cydia, there is a nifty little package that will add virtually every single source out there in one move, and it's called "all sources".
Install that from Cydia, and you will have more repositories then you know what to do with!
Once you have that installed, then you will be able to install just about everything you can think of until you fill up your iPhone, and there is virtually zero configuration, and everything you want is right on your homescreen, just as if you were installing from the appstore!
Now to address your individual problems:
Problem #1 On this site there's apps, they don't load to your phone, they load to your computer.
Solution: That is correct, you do not visit this site via your iphone to install apps directly to your iphone, again that is what Cydia is for. If you visit this site from your computer, then of course you can download the app and do it manually, but for simplicity sake, i would do it via Cydia, and ditch Installer.
Problem #2 When you DL an app, a loading software doesn't come with it.
Solution: You have to understand that when dealing with these "apps", you are not dealing with automatic "click on the .exe installer" file. That does work with Windows Mobile devices and Active Sync, but not here. Just about everything here is based on linux, which is an entirely different language all together. The reason that there is not click and install for linux is because Linux is mainly geared towards people who understand compiling sources, and installing manually via terminal. Which again is why we have the wonders of Cydia. It does all of that for you with the tap of a screen.
So you are correct in saying that "loading software doesn't come with it", but then again, there is no need for it.
Problem #3 This website that provides all of these apps doesn't have a loading software!
Solution: Again technically speaking, Cydia does this all for you. Loading it manually is cool if you want to feel smarter and better about yourself, however Cydia does it all for you, as does Installer, but no one really uses Installer anymore.
Problem #4 The app that you download isn't .app
Solution: I just randomly downloaded something from this site, and after unzipping it, inside was a file *.app. So I'm not entirely sure what to tell you there, but again.
Cydia is your friend.
Problem #5 There isn't a one-click loading software that'll just simply load your app onto your Spring Board. And isn't that what an iPhone app loading software is supposed to do?? Load an app? Why do they have all the do-it-yourself crap? Cydia, Apps, or Installer don't make you specify anything, you just click Install!!
Solution: Yes there is, you do it from your iPhone after you have Jailbroken it. During the Jailbreaking process there is a window that comes up asking you 3 things: Do you want to install "Cydia"? Do you want to install "Installer"? Do you want to change your boot logo to a "Pineapple"?. Its a screen that comes up with three little "X's" to choose your options. Generally speaking, most people just click on Cydia. Installer is what was before Cydia and is considered kinda obsolete. Yea it's there, but who cares, and the Pineapple, well that's a personal preference if you want your boot logo to be a pineapple...
As far as the "iPhone app loading software" goes, I am assuming that you are referring to either iTunes or the Appstore. Both are totally irrelevant in regards to loading alternative apps from Cydia on a Jailbroken phone.
And concerning your last comment: "Why do they have all the do-it-yourself crap? Cydia, Apps, or Installer don't make you specify anything, you just click Install!!"
Huh? What do it yourself crap are you talking about? Cydia and Installer are just as simple as Appstore.
I hope that this helps a little, and if not, please ask again. Write down detailed step by steps exactly what you want, and what you have done.
Try not to get agitated or impatient. This sort of things takes a bit of reading and research. It's not an instant gratification, point and click type of thing, at least not at first. Your going to need to read a bit, but once you've got it, the rest is cake!
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