One of the common tasks some users would like to do with their OUYA is side-load, which means installing applications that are not in the Discover store, and are not available by default.
The process for side-loading is very simple- First, you need to download an APK file (Of which can be achieved by searching "(Name here) APK".
Now, move the APK from your computer to your OUYA by dragging the APK file onto a USB, then jamming the USB into your OUYA. (Sometimes APK files are compressed in ZIP archives, so be wary if you need to extract it.)
Now, you need a file manager. A good one is "FilePWN" on the Discover Store. Open your file manager, and find the APK. If you can't find your way around, read the OUYA Filesystem page.
When you select the APK in your file manager, you will be prompted to install the application. After installation, you can find your side-loaded games/apps in the MAKE menu.

NOTE: Not every Android application will work, so you may want to look at the List of Side-loaded Applications.
NOTE II: OUYA Wiki does NOT endorse nor recommend piracy- please, only download FREE Android games, or side-load games that you own