Become a MacRumors Supporter for $50/year with no ads, ability to filter front page stories, and private forums.
Application is kind of a misnomer. They are online "applications". If you don't have access to the 'net, you can't use the application. The iPhone isn't open to 3rd party applications.....yet. They don't want the phone crashing so they've banished all development to their safely sandboxed environment via Safari.
 
Register on MacRumors! This sidebar will go away, and you'll see fewer ads.