I've downloaded the iPhone SDK 4 and I started the installer. Everything seemed fine until it entered into the "installation" step, at which point an "Installation Alert" dialog was raised asking me to close Xcode. I closed Xcode right away, but the dialog didn't close. I left to go out for dinner, and found this morning that the dialog was still open. I have tried starting Xcode and closing it again, and clicking on everything I could find. Finally, I tried just closing the installer using Command-Q, but apparently installers cannot be exited that way (an action sheet appeared, explaining that the installer was busy).