Videoplayer: I'm searching one too, well actually more of audio side.
Installing games/applications:
When you install Nokia PC Suite, it associates installation files that are compatible to install.
Then you just double-click it(phone must be connected to PC now), and press "Yes". Now when you look into phone, it starts the installation process.
Supported install-file formats are:
.sis
.jar
You are looking these formats when looking for applications/games. And highest Symbian compatible applications you can use is Series 80(atleast OS in this phone is 80, but i dont know sure because 6630 is in these forums under S60...)
If you want to install N-Gage games, they come either in "System" folder, or .blz format.
"System" folder you can just throw in memory card's root directory and game works.
.blz format needs blz install application(comes usually with games). In that case, install blz install application, put .blz game file in memory card's root, and start blz install application.
Managing memory:
I have seen FExplorer is lot used, and i use it myself too.
It's like Explorer in Windows, you can see every file in phone, copy/paste/delete them. You can see running processes and terminate them.
And you can take screenshots too.(note: "abc" button is the pen button, not "2 abc")
You can get the program here:
http://www.gosymbian.com/FE_download.html