Actually you can't "sideload" it, since:
1) The phone checks on the store for app updates and/or licences before installing an app from the SD card. Read here: You'll need to have the latest version of the .XAP file from the Store on your SD card before you can install it. If it isn't the latest version, it'll be listed under Incompatible apps, as stated here How do I install apps from an SD card? | Windows Phone How-to (United States)2) the .XAP file you download from the store website is encrypted, hence you cannot sideload it on an unlocked terminal.