I had same problem with my apollo 3 (gt-i5800). After download and install you should... "confirm" this, the app will start and then downloaded source is removed - or somethnig like this.
Last day i downloaded few different roms, and i have this problem (on vivek's rom). I made SD card as default place for installation (adb shell pm setInstallLocation 2) and then get about 80 apps from appbrain.
Free place in phone was vanishing (?), app was installing on SD, App2SD shows few apps on phone and many on SD card, no one of above ideas working...
I made factory reset, install few apps, tap in info 'app is installed' and same time control free space on phone and SD card. As i saw, the free space shows correctly after installation and tap 'installed' info. Strange. And stupid.