Today I ran into a small problem that might happen sometimes : trying to benefit from a 2 day-only offer to download for free Duke Nukem 3d (just for fun, I don't think it's going to be the killer app this year), I found out that my phone had not enough free memory to install it (Market told me : 56MB required).
After putting several apps off the memory (to SD card) to free enough space to install it and after a first failed attempt to download the 28MB archive, I was able to download the .apk from the Market (that was "phase 1 : download").
Immediately after the file was downloaded, I started up my Open Advanced Task Killer to free more memory for the installation process.
Of course I got the very bad idea to kill the Android Market process, while it was already installing the app ("phase 2 : installation").
From there, even though Duke Nukem 3d was listed in my installed apps, I only had the option to install it, not to launch nor uninstall it. Even launching the Market again was not triggering the installation anymore.