If you like to Install the XAP file (Windows Phone Executable) for the first time on a newly bought windows phone, you need to open Application deployment from your Run window. (I am assuming you had installed Windows Phone SDK and Zune Software Installed).
The XAP Installer will show up. you can either choose Windows phone device or emulator in the drop down box.
Select windows Phone device and browse the XAP file which you received from Development.
Connect the Phone in the PC with USB Cable
Press the Unlock button in the Phone (Application will not be Installed if the phone is locked)
Press Deploy Button and the Application will be deployed.
@ this time, you may receive Error messages like "failed to connect to device as it is developer locked"
Solution for this:
Open the Below Phone registration app from the blow path
64-bit: C:\Program Files (x86)\Microsoft SDKs\Windows Phone\v7.1\Tools\Phone Registration
32-bit: C:\Program Files\Microsoft SDKs\Windows Phone\v7.1\Tools\Phone Registration
Enter your registered windows live developer account (In INR its about 4K, and your management must be having one. Check with the Lead or Test manager)
Enter the ID and Password, and Press Register, the Application will be automatically register your phone. make sure you set a name for your phone in Zune software.
Now open Application deployment again and Press Deploy button (after browsing the right XAP file path), Walla, you are Done.
Check the Phone and your XAP will be Installed at this point in time.
