Custom attribute in sales related tables like: sales_flat_quote, sales_flat_order_item, sales_flat_order, etc table

In your installation file sql/some_setup/mysql-install-0.1.0.php:

<?php
 $installer = $this; 
 $installer->startSetup();
 $installer->addAttribute('quote', 'custom_field', array('type' => 'varchar')); 
 $installer->addAttribute('order', 'custom_field', array('type' => 'varchar'));
 $installer->endSetup();
 ?>

Another way of doing it is:

<?php
$installer = $this;
$installer->startSetup();
$installer->run("ALTER TABLE sales_flat_order_item ADD COLUMN 'custom_field' DECIMAL(12,4) NULL;");
$installer->endSetup();
?>

Make sure to clear cache after this.