I to have this problem. I have tried all the solutions above and still get the same message. I'm not sure why but under the applications settings the is no
"allow unkwown sources" thing. I am on a samsung captivate firmware version 2.1 update 1, kernel version 2.6.29 . To add it is not connect to any service an dis strictly wifi only therefore i have not been able to get any updates and things like that. By the way does your phone need to be rooted to install an .APK?