Hi Shehzad,
Have you tried installing the application from your computer using Samsung’s desktop suite?
It may be that your handset has the installation of 3rd party software disabled. There are, however, mechanisms which can be employed to overcome this problem. One such method is documented at http://www.noeman.org/gsm/samsung/46268-samsung-d900i-java-problem.html
Hope this helps,
Regards,
Rob