Your second option: A Cell Phone Store (WAP Store)

Ordering  Mobile Content – Basics:

There are three different ways for you to purchase or redeem mobile content from our service. Choose the one you prefer or follow the instructions given.

Your second option: a WAP Store:

This is similar to browsing a website online except it's a web store made specifically for your handset.
This option is available for cell phones that are capable of surfing a WAP store. If you are unsure of whether or not your phone supports this type of service, please see your device's manual, contact your wireless carrier, or visit the following article.

Please see this link for more information on how to use a WAP store.

* Not available for T-Mobile subscribers