I have a program working in the Android Emulator. Every now and again I have been creating a signed .apk and exporting it to my HTC Desire to test. It has all been fine.
Check with the Android version.
If you are installing non-market apps, and incompatible version you will get this error.
Ex: Application targetted to 2.3.4 Your device is 2.2 Then you will get this error.