Symbian Anna for 5800 could be instaled using MX KEY. Dont worry who dont have MXKEY you can still do this with JAF with Simulator. For more information about JAF procedure please reefer http://www.symbiantweet.com/symbian-anna-custom-firmware-v7-5-for-nokia-5800
I checked with my 5800. its better now than it dose previously. New features are very useful.
NOTE: Befor you proceed
Check your current SW version it should be v60.0.003
Hard reset your phone before flash
Remove Micro SD
Remove SIM
Check BUS in MXKEY before flash
If phone could not power on after flashing, flash the phone with original SW that it had previously. DO NOT DOWNGRADE USE v60.0.003
For Download the files go to http://www.symbiantweet.com/symbian-anna-custom-firmware-v7-5-for-nokia-5800 If you have MXKEY you don't wanna JAF