On the site that you linked to at the top right there is "set your device" which will then display the apps for a phone. Your phone isn't listed so I suspect that there are not any apps on that site for it.
Proprietary OS means that it is just for Sony Ericsson and only certain models. It's an old phone and apps may not be easily available if at all.
Go to the apps page and click on download again. You will get another box come up with instructions to go to getjar mobile site on your phone browser and enter a number. The number corresponds to the app you want to install. Then follow the instructions on your phone.