More advice from Google Play:
If a download you requested from the Google Play website never started on your device, please try the following troubleshooting steps:
Your device must be connected to a wireless or a cellular network – please don’t use USB or any other physical connections (contact your service provider if you aren’t connected).
Try the download with both wireless and cellular network connections, and ensure firewalls aren’t blocking access to ports required for Google Play (TCP and UDP 5228).
Make sure your device is logged into Google Talk by following these steps:
Go to your device’s app launcher, and press the Talk app.
If you’re already signed into Talk, press Menu, and then touch Sign out.
Launch Talk again to sign in.
Ensure that your device has at least 20 megabytes of space available for installation. If necessary, try uninstalling some existing applications or moving them to your SD card.
To move apps to your SD card, visit Menu > Settings > Applications > Manage applications > select an eligible app > select Move to SD card (if available – note that not all apps can be moved to the SD card).
Try requesting the download again using the Google Play app from your device.
If unsuccessful after attempting these steps, please contact our support team, and we’ll be happy to investigate further.