Ok, you've gone to the settings. Now there are two more steps to enable third-party app installation. That will allow you to sideload apps from sources other than Amazon. I should warn you that sideloading apps isn't always wise. If the app is in the Amazon App Store, Amazon has tested it and approved it, so it's less likely to crash your device or contain a virus.
Your steps so far were to tap on settings and then tap on More.
Next, tap on Device.
Once you've done that, you'll see the toggle labeled Allow Installation of Applications from Unknown Sources. Toggle that to the ON position as shown.