I don't know if this is programming-related (much) but I've recently started playing around with writing my own applications.
My phone is running cupcake/1.5. There is no "unknown sources" option, anywhere, at all. Carrier is AT&T.
Does anyone know how I can overcome this issue?
I you are writing applications, you have installed the SDK... the eclipse debug install mechanism should work, so should 'adb install whatever.apk' Even on AT&T.
If you didn't have the sdk, you could get "sideload wonder machine" which is a packaging of a small part of the SDK capability for non-technical users to enable them to install non-market apps in the way you can with the SDK.
You may have no recourse unless your phone can be rooted; AT&T locks down many of their phones and prevents installing non-Market apps. In their words from their Q&A:
Q. Why can't apps be installed from sources outside of the Android Market?
A. Android Market, managed by Google, is open to all developers. There is no approval process for applications, they are all accepted by default and Google has stated that they place apps in the Android Market within 24 hours of their submission. AT&T selected Android Market as the exclusive source for applications because it forces developers to be accountable for the apps they submit. If the Android community has issues with an app, the app can be flagged and removed. This minimizes the risk of malicious apps harming customers and provides more protection to the customer’s private data stored on the phone.