Please note this is not in reference to stealing an app.
When you download and install an app from the market, where does the Droid keep the .apk file?
If you want a backup file of the apk you need to create one. Apps downloaded from the Market are managed thru the Market itself. You need to use something like Astro File Manager to create a back up of the app you wish to have the apk for.
Otherwise the Market opens/installs the apk for you without you ever seeing it. Backing up the app will give you access to just the apk... so you can save it, or do whatever.