I had trouble finding it but I finally did locate it on the Market Place. Did you purchase the application or just download a trial? If you purchased it, were you sent a registration code by email? If you purchased it and you were not sent a registration code or product key, I might consider sending an e-form to submit an issue to Microsoft Customer Service and Support. It sounds like the authentication mechanism failed (either from a bug in the software or a bug in the Marketplace). Instead there is a mechanism provided to developers to authenticate that an application was provided through the Marketplace. That requirement was expressed to developers in Summer 2009 and has been in place since before the Marketplace opened.
There's actually a requirement that applications in the Windows Marketplace for Mobile not require an activation key and not require that a person visit a website to enable functionality within the program.
