AT&T is releasing an update today for select Android phones which will enable non-market installations i.e. app sideloading. The update is said to be rolling out for HTC Aria, Inspire 4G, and Samsung Captivate.
The update is important as it means that the Amazon Appstore will work on AT&T phones. Moreover, the owners of Android Froyo devices on AT&T will also be able to sideload any other apps other than the apps in Android market sources also.
Just for a note, the new Samsung Infuse 4G already has this feature enabled but the Motorola ATRIX 4G, another Android 2.2 Froyo smartphone on AT&T will not receive the update yet.