@mfr: as mentioned before, you need administrative rights to run apt-get foo.
So: Go to application manager - check if you really have successfully installed rootsh.
Open xterm/busybox an type in: sudo gainroot [enter]
Wait for the prompt, then type in: whoami [enter]
Xterm's answer should be: root
(If not, your system is broken & you'll really need help).
If so, you can go on typing in: apt-get [option] [package].

Please notice:
1) Application manager must be closed to run apt-get, otherwise you'll get that error message again.
2) You *must* enter: exit [enter]
after apt-get finished it's job -- otherwise you'll most likely break your system within the next five minutes.

Just allow me one question: Who the heck told you to mess around with apt when you are so unfamiliar with linux /maemo?
(It's really easy to brick your device typing in commands without knowing their meaning!)

Regards, CB