Xpera X10 will not install aps!

[J.Priestley]

My Fiancée bought me my Xperia X10 two days ago.
I have set up my gmail account, and done everything on it so far.
I have no extra downloaded apps, only things that came with the phone already on it.
I tried to download the Windows Messenger on the app market. It showed it downloading in the notifications. However when it stopped downloading, nothing showed up from there.
Any help would be appreciated!

[Google_Nexus]

i've seen this issue a couple of times. the first thing that seemed to help was deleting the market CACHE. try downloading if off both WIFI or 3G, no idea why but when trouble shooting phones it sometimes made a difference, once the first one downloads it should be fine, is it unbranded and running the latest version of android???