Always strive to learn something useful. --Sophocles

When the DMCA was passed in '98, part of the law stipulated that the Library of Congress would review possible exemptions every three years. They just concluded that allowing jailbreaking of iPhones was a valid exemption to allow people to thwart Apple's monopolistic iTunes store and allow them to install apps not approved by Apple.

http://www.wired.com/threatlevel/2010/07/feds-ok-iphone-jailbreaking/

They also approved the following:
*allow the unlocking of mobile phones to change carriers.
*allow the cracking of video game digital rights management controls to probe security flaws.
*allow the breaking of DVD encryption by professors, students and documentary makers so the clips can be used for education and commentary.
*allow the blind to circumvent locks on e-books to enable read-aloud features.
*allow the bypassing of broken or irreplaceable dongles.

http://apple.slashdot.org/story/10/07/26/1552249/Jailbreaking-iPhone-Now-Legal

They've programmed in an "eFuse" that checks to see if the phone has been tampered with, and if it has, it bricks the phone.

So much for the open source aspect of the Android operating system.

"...the booting process becoming corrupted and resulting in a permanent bricking of the Phone. This FailSafe is activated anytime the bootloader is tampered with or any of the above three parts of the phone has been tampered with."

In all fairness, this is more to do with the operating system, not installing programs. Still, if something in the OS got corrupted through no fault of your own, it could brick your phone, which would be a very unpleasant possibility.

http://www.mobilecrunch.com/2010/07/14/droid-x-actually-self-destructs-if-you-try-to-mod-it/

http://yro.slashdot.org/story/10/07/15/1317205/Droid-X-Self-Destructs-If-You-Try-To-Mod

There are Slashdot posts that say the original posts on this may be inaccurate or total FUD, so, as always, take it for what it's worth and YMMV.