Anyone installing your app (which is an ".apk" file) will need to change the setting on their phone to allow installation of non-market applications:
To find this setting on versions of Android prior to 4.0, go to "Settings > Applications" and then check the box next to "Unknown Sources". For devices running Android 4.0 or above, go to "Settings > Security" or "Settings > Security & Screen Lock" and then check the box next to "Unknown Sources" and confirm your choice.