Does anyone know any website that i could download games, applications etc. to my computer then transfer it to my phone?

And does when some sends me a instant message threw aim, when i get it the phone just makes the aim noise. But when i have the phone on vibrate i want it to vibrate when i receive a message. Not make a I.M. received sound. I went to options and i put it as vibrate hen i get a instant message but it still doesnt work. Does anyone know what to do?