Im guessing you downloaded in the background, if you dont do it that way im about 95 % sure that it installs automatically, or some of my downloads did anyhow when they werent done in the background.
Exactly, or just go to the left of the XMB and select the SHUT DOWN icon.
It then gives you the chance to select auto shut down AFTER your downloads are complete. It also installs them for you before shutting down. I always do it this way.
People would be quick to complain if they set a large demo to download in the background, and then started to play a game, and then the PS3 started to install the demo while they're playing a game, and everything turned into a choppy mess.
Vin.