(1) I've already looked into it, because I don't enjoy shopping. I prefer to do my purchases online, but online food costs about twice as much.

No difference in price here. I can even use coupons online. Some supermarkets even have iPhone applications to make ordering easy.

(2) Believe me - a UPS or other delivery truck makes a LOT more pollution than my 80 MPG ULEV Honda hybrid (insight). My car emits a few hundredths of a gram per mile, while those trucks emit about 1000 times more (per EPA regulations; or lack thereof).

In London, supermarkets such as Sainsbury's use electric-only vans.

(3) I don't trust that they can get spoil-sensitive food to my house as fast as I can. I have no desire to get soup instead of frozen yogurt/ice cream. Or curdled milk instead of fresh milk. I'd be afraid to eat it.

Wait, you don't have refrigerated delivery trucks in America?

I also have a Nokia E71 and this is the process I went through:-

1. Open the 'Store' application in the Installations folder.
2. Confirm that I wish to use my packet data connection instead of WiFi.
3. Click 'search recommended'.
4. Click the search text field and enter 'magnifier' then click the search button.
5. Click the 'Nokia Magnifier' entry that comes up.
6. Click 'download'.
7. Wait for it to install - no user-interaction needed.
8. Click 'launch'.

Fairly easy, but not as swish as the App Store on the iPhone.