I'm finding that some of the applications that I want to try out have very suspicious capabilities according to the installation warning. Whenever you install an Android applications from the Android Market, it will tell you what parts of the phone and its services the application needs to access, however there are the odd few that request access to things that clearly aren't appropriate. For example, when would a card game need to access your text messages and the internet!?!
Just a warning, although this could simply be lazy administration from the developer, or possibly an error at the Market, I would still recommend reading carefully the warning that the market gives, and if it needs access to areas of the device which is shouldn't, don't install it. It would be nice to think that all Android developers are thumbs up for "the cause", but with any 3rd party applications like this, they can't all be properly vetted, and therefore there is a strong possibility of a handful that could be abusing this trust.