You may sideload contents - music, books and etc., but it is not meant to support app sideloading. There were many hot discussions around this subject. Just search it.
If you definitely need to sideload apps, like me, return the device before your two weeks is up.
darthcircuit: Apparently this used to be available on the older Nook Tablets. Why is it not available now?
The old Tablets allowed apps to be sideloaded when they first came out. The menu option that let you allow app installations from unknown sources was hidden so it couldn't be accessed easily so obviously, installing apps from places other than their store was not something B&N was interested in allowing the user to do. Fortunately/Unfortunately, the menu wasn't hard to find - all the user had to do was to try to install an app from somewhere other than B&N's app store voila! - the menu was triggered and the option could be enabled. That lasted about a month. Calling the ability to find and enable the option a "bug", B&N sent out an update that "fixed the problem" shortly before Christmas. Ever since then, the only way you can get non-B&N apps on the device is to either root it or use a dual-boot card.