[nitrous9200]

Yes, the CAB file is deleted after install by design; it's the fairly weak copy protection scheme used at the moment. The great thing about the patched Marketplace is that the install pauses at the screen to select where to install the program, so you can go into the My Device\Application Data\Volatile directory and copy the CAB into another folder or to your PC. Then you can use that cab without having to go through the Marketplace, e.g. using Sashimi or XDA UC.