There are reports out that Launcher pro could be the culprit. Do you have launcher pro installed?
also, uninstall any taskillers you may have in your market downloads. Once uninstalled reboot. you should be good to go from there.
They may have preinstalled a task manager on your DX. Go into your market, then go to downloads. If you see a Taskiller app in your downloads uninstall it.
I couldn't get to downloaded apps thru the Market icon. But I could by clicking Settings, Applications. I didn't see anything called Taskiller or with Taskiller within the name.