How do you get games on a NerveGear? I noticed that in the beginning of the anime Kirito was downloading something on his computer, and then played SAO with the NerveGear after it was finished downloading.

so my question is how would you get a game for the NerveGear and install it on/in on the NerveGear in the anime?
I have not read the light novels, but based on two very quick scenes in the anime, Sword Art Online, even Alfheim Online, does not get installed into the NerveGear itself. The game is installed or inserted into a secondary device to which the NerveGear is connected to.

Towards the beginning of episode 1, Kirito is getting ready to log into SAO and we can see the title "Sword Art Online" on a console shortly after putting on the NerveGear



We see the exact same type of scene later in episode 16, after Agil gives Kirito a hard copy of ALO.