Not hard at all - but it took me a while to figure out when IE was not working on a Windows Mobile phone that needed the DST update. The phone did have activesync set up and configured, so I sent I downloaded the cab file on my laptop - sent the cab file to the phone. Then on the phone, I had to save the file (by pressing and holding on the attachment itself) and then save it to device somewhere. You can't run a cab file directly from email.
Then I could navigate to the file using file explorer or whatever and run it.