Can't you just download it again from the Market? Or the same website you got it from?
Anyway, you might be able to do this by using My Backup (or My Backup Pro?). Backup your app on the phone that has the app on it, take the SD card out, put it in your other phone, and restore the backup on there. Or you can unzip the app (the .apk file) out of the backup zip that My Backup creates, and copy it onto your other phone's SD card and use any file manager off the Market to load it. Or you can copy the .apk file to a web server somewhere and access it via the Android browser.