If you download a program it should go into applications (options>advanced options>applications) and an icon will be placed on your desktop.
All programs use memory but how much depends on the application.
To delete applications go to options > advanced options > applications, highlight the application you want to delete, hit the menu key and select delete.
It goes into options>advanced options> applications as explained above.
What I am saying is this. Say you download a file from FireFox (Say Google Earth). The .exe file is on your desktop after you install the application and that takes up memory on the computer but I am able to delete the install file. I am wondering if that is how the blackberry works too. So I do a OTA install and it says download file. I do that and it installs, is the install file still on the blackberry or is it automatically deleted.
I understand how to uninstall an application once it is installed on the blackberry
I think that the files you download directly to the phone are immediately installed modules unlike EXE files which you execute to install a bunch of files and registry entries. I think the BB takes care of the rest in the background.