OK, so not entirely sure this is possible...
But trying to write an application so that I can run some code before any of the following activities are performed.
Using a BroadcastReceiver you can filter the android.intent.action.PACKAGE_ADDED intent. However this will only be after the two actions you describe, not before. And it will not stop or interrupt the installation.
AFAIK there is no way to do anything before or to interrupt the Market. And then we're even talking about another app than the one that's being installed ofcourse.