unsigned APK can not be installed

I did not know that even with the "Allow Installation of non-Marked application", I still needed to sign the application.

I self-signed my application, following this link self-sign and release application, It only took 5 minutes, then I emailed the signed-APK file to myself and downloaded it to SD-card and then installed it without any problem.

You cannot install an unsigned application on a phone. You can only use it to test with an emulator. If you still want to go ahead, you can try self-signing the application.

Also, since you are installing the application from an SD card, I hope you have the necessary permissions set. Do go through stackoverflow.com and look at questions regarding installation of applications from an SD card - there have been many and they have been asked before.

Hope that helps.