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Yes, the certificate is not trusted. By default, Nokia phones only allow installation of trusted software (which is a pity, since only a niche of software available has the resources to obtain a certificate from a trusted source) ... anyway, there is a workaround:

1) Go to: Menu -> Installations -> Application Manager
2) Choose: Options -> Settings
3) Select: Software installation="All" (currently it's propably in "Signed only")

The instructions are actually for E90, but since they both run Symbian 60, there should not be too much differences. HTH.