Which S60 SDK are you attempting to install? Is it OGLES or OGLES2? What phone are you installing on?
The apps are self-signed so you shouldn't need to get a key or certificate but you will need to set "Software installation" to "All" instead of "Signed only" in the "App Manager". However, I believe this would come up with a different error message if this needed doing on your phone but it is worth checking.