Hi saganomics. Ok, you must have the U20i verison, International, same as me. Apparently, the Market icon will not be on the Xperia X10 Mini Pro U20i only the U20a (NAM) version. No worries, believe me, I thought the exact same thing that you stated in your first post. Ok, you will need to Google search an application opener. Meaning look for AndExplorer 1.6, that's what I was finally able to download onto my phone. I also heard it could be b/c we have Donut and may get the Market icon with Froyo soon. Once you get AndExplorer 1.6 on your Pro, then you can save apk files onto your SD card and open them and install them from there. The SD card is where the apk files and some apps would be stored onto anyway using the Market app. You can also use the website below to find apk files for the Pro. I have many already using this site. I generally use my laptop to connect with my Pro, via USB, and the preloaded Sony Ericsson PC Companion to fiddle around with my apk files and apps. Let me know how it goes for you.
http://search.4shared.com