To download a file, esp. an application, to a smartphone or other electronic device outside of the accepted or usual channels.
The app center says the eBay app isn't available yet for the new OS on my phone, so I had to sideload an earlier version from a Dropbox link I found.
To upload or download information from the side of a PC, usually through a USB port.
I'm sideloading the music to my Zune
To transfer content from one device to another, within a range of permitted devices. Often you need to do this within a certain time frame
If you haven't got time to watch that movie on your PS3
then just sideload it to your PSP
and watch it on the train