I posted a blog before complaining about not being able to locate the video application in couple of my Facebook pages, @DeveloperMan and @Al-Adham Web Solutions.
While adding SlideShare, the guys there supplied an obvious link to the instructions in the application page, I was ignoring the application's fans page and rushing to the page itself, thinking that its obvious that such facility should be in the application page, not the fans page!
I didn't believe my eyes, when I saw that the link to add any FB application to your page is just below the link I was always rushing for!
I checked a lot of other applications and found that the majority of applications have the same link and could be easily added to any page, the same way.
So, If you want to add an application to your Facebook page, search for the application from here: http://facebook.com/applications/
Then from the application page click "Add to my page", chose the page you'd like to add the application for and you're done.