Since the Android was introduced at T-Mobile with the G-1, applications that cost money had to be paid for separately using a credit card directly to the developer. Early last month, T-Mobile launched the ability to charge these fees directly to your cell phone bill. You will be presented with a notification to agree to the charge.
Some things to keep in mind: You have 48 hours to reverse the charge (and delete the application) through T-Mobile. After that amount of time you must contact the developer for refunds.
The content block feature that prevents purchasing may not work for Android applications. This is something that is actively being worked on and should be resolved in the near future.
The ability to add the application price directly to the cell phone bill should make it much easier for you to purchase them. However, it may also cause you to buy more than you intend. Be aware of the prices and how many you download to prevent seeing a large charge on your bill.