Android: An app failed to download/install - what do I do?
Can you get any app to install? First thing to always try is to reboot the phone. 

If that doesnt work, try downloading aLogCat from the market (if you can install it). If it installs, then go to the market and try to download the app you're having issues with. If it STILL wont download, then open aLogCat and look at the system log entries. Then you should be able to glean a little bit of info of why its not installing. I know this is not a 100% answer of what you're looking for, but it does help and has helped me before.