I have had Rom Manager "stuck" at downloading for the past two weeks.
It seems that it is updated, but it doesn't go to install. I've tried killing the market process, killing its process (it won't let me unisntall it either). All have failed. I purchased the app as well, and send an email to the dev, but have yet to hear back from him.
I'm runnning the latest version of Cyanogen Mod.