Am totally new at this. Have downloaded HeroClocks wallpaper app from the marketplace direct to the handset. I can see the app in the Settings->Manage Applications list but can't figure out how to get it running. Help plse.

Hero Clocks doesn't show in your Apps which can be confusing :)

Go to any Home Screen, Preferably one with plenty of room.

Tap and hold on the screen until the " Add Home Screen " pops up
Select " Android Widgets "
You'll see all the Hero Clocks, Select and enjoy.

Just a note in case your unfamiliar with the delete home screen items.
If you don't like the first clock you select just Tap and hold down on the clock until the screen vibrates and a Delete Bin appears at the bottom of the screen then drag the clock into the Trash Can and Bye Bye nasty clock, Repeat steps until clock is aesthetically pleasing :)

Kev, that is fan bloody-tastic. I am now aesthetically pleased. Thank you muchly and kindly.