Did you use a real SDK or simulator first?
The SDK simulator hides only some OS X calls that do not exist on the iPhone, but otherwise it is a regular OS X SDK. Therefore, first make sure that you are connecting to the iPhone SDK (ARM).
Then comes the licensing bit. Afaik on a non-jailbroken iPhone, you can only download signed applications (via the AppStore or using a license from Apple to sign your own).
source share