How To Transfer Files To Third Party Application Via iTunes

After downloading and installing any application like media players, E-book reader, Adobe reader and others to your iPhone you will want to transfer files to them.
For example I installed Adobe reader to my iPhone, so how do I transfer my PDF files to my iPhone so that I will use the installed adobe reader to read them?  

1. Connect your iPhone to your computer and launch the iTunes application 
2. Click on your iPhone's name to open its' content 
3. Click on Apps tab to open all installed applications and scroll down to file sharing 
4. Select the application you want to add files to by clicking on it 
5. Click add... button at the lower part of the window and select the files you want to add to the application (if they are more than one file, highlight all and add)

The copying commence you will see the status at the upper part of iTunes as the process goes on
Note: when the copying is complete you do not have to synchronize any more, just eject and enjoy your installation.