For the Indigo release, our goal is to make it a LOT easier to install products using the Marketplace Client (MPC). One of the key new features in the MPC Indigo release will be support for drag and drop install. In the recent M6 release, you can test out this new feature. We have created a special page in Marketplace to allow you to drag from the install icon to a running instance of Eclipse Indigo M6 (reminder MPC is not in the Classic package).
Alternatively try to load EGit directly from the icon below.
I think this is going to be a pretty sweet feature for the Eclipse ecosystem. Feel free to provide feedback/bugs to the MPC forum or bugzilla.