This is a difficult one to give a quick answer to; their download method is convoluted and the installer JAD file has your phone number embedded dynamically by the custom URL that they SMS you to use. However, using some nifty tricks I was able to download (through Firefox) and install the application (through my own server), but it still doesn't work (crashes with a java error on startup).
I suggest you write to their support department, things are broken on their end. The root of the problem *might* be because there's an embedded ^M (carriage return) at the end of the file - meaning, the file is a mixture of unix and windows line endings, it's really strange (I suspect someone made a coding error in their script which generates the custom installer JAD that is sent to your phone).
(sorry, can't help further - they only support uploading itunes playlists which is utterly useless for me so I'm not bothering with them any further)