Vlantis, crave2188,
There are several possible causes.
First, have you tried the basic steps, such as resetting the iPhone by holding down the home and sleep/wake buttons until you see the Apple logo?
Are both iTunes and your iPhone Software up-to-date?
You can update iTunes via the "Check for Updates" link in the Help Menu.
You can update your iPhone to the current version of 2.2.1 from the Summary Tab for your iPhone in iTunes. Many of today's APPs require at least version 2.2 to install.
You can find some helpful information for troubleshooting authorization issues in this thread as well:
http://discussions.apple.com/thread.jspa?threadID=1887862
Hope that helps,
Charles H.