Here's an email I got from Salesforce.com. Notice how they provide one link and then a whole paragraph about how to change the link. They could just provide two links and label them, "this one is to install in production instance", "that one is to install in sandbox instance", and leave out the long paragraph.
To share the app contained in the package with your colleagues, forward the following URL to them:
https://login.salesforce.com/?startURL=%2Fpackaging%2FinstallPackage.apexp%3Fp0%3Dxxxxxxxxxxxxxxx
Note: If you are installing this in a sandbox instance and it was created in production (has a url that starts with https://login.salesforce.com/) you must replace the initial portion of the URL with http://test.salesforce.com/. Likewise, if you are installing a package that was created in a sandbox (has a url that starts with http://test.salesforce.com/) into production you must change the initial portion of the url to https://login.salesforce.com/.