I was assuming they'd be doing something tricky like asking for INSTALL_PACKAGES (http://developer.android.com/reference/android/Manifest.perm...) and dropping something on the device. Thankfully they don't do that.
As someone who has hacked on Android before (ie: http://unrevoked.com), I wouldn't be surprised if there were ways to silently install packages, or even just tricking the user into allowing an install of a further package.
Quick googling leads to this: http://jon.oberheide.org/blog/2010/06/28/a-peek-inside-the-g...