Welcome to the forums, Diania

Some apps immediately show a download screen with a progress bar. If you see this, tap and hold the download and "Cancel". In other cases, the notification bar at the top of the LCD side will show an arrow pointing down to a line. Tap and slide this down to reveal the notification details (or press the "Menu" button, then Notifications). If you tap and hold the download, you'll see the download progress screen - again, tap and hold the download and "Cancel". If all else fails, you can remove the file from the Download folder as Cheyenne described.

Note that widgets often down have a variation in size (unless they're listed separately in the Add Widgets process). I posted details of customizing the home screens here: http://www.entourageedge.com/forums/...e-Home-Screens.