On the device is an app called NookColor Tools. Run it, and ensure that the checkbox for on-device install is checked. If it's already checked, uncheck and re-check it to make sure that it's actually set. Exit the app and reboot your nook. You should now be able to sideload apps.
Yes sometimes you have un-check and re-check the "enable non-market" apps in Nook Color Tools a couple times then reboot. In Astro I usually single quick press on apk and select "open app manager" then install.