I'm guessing you have a Red Pearl from AT&T/Cingular and you used the Desktop Manager to try and install an app. This was an issue with the red Pearl OS 126.96.36.199 (not available anymore.)
You will need to reload/upgrade the device software. You can find the instructions here.
The version AT&T has out now is an upgrade. Follow the instructions in the thread.
Or if you want the latest for the Pearl, it's released by TMo and can be found here.
I recommend using the latest from TMo but it's up to you. They'll all work the same (regardless of the carrier that released them.)