android app does not download and install

There is this weird case on Android 1.5(I do not know if it exists in the later versions) that some times background data comes swift but when it comes to downloading, the app just doesn't download. If you've a task manager app running just see if a service by the name is running. If it's not launch the gtalk app and signin. Once signed in there is a lot of chance that your starts downloading and installing all by itself. If not, open the market app again and you may find it now.