There are some articles around on the internet that help to analyse installation failures. Sometimes problems are related to the developer certificate. One pitfall to avoid is to check the valid from date and time on the developer certificate that you have downloaded. You might find that the valid from date is actually 5 minutes in the future from when you requested and downloaded the developer certificate. What you need to do is wait until the valid from time before signing the .sis file with your developer certificate. To check that everything is ok with your signed .sis file use the "VerifySymbianSigned" tool that can be downloaded from the Symbian Signed web site.
Another common pitfall is that the time and date is not up to date on your phone. Again, the certificate will be checked against the date and time on your phone before allowing the install to proceed.