What CFW are you on? If a normal standard one for the US region I have noticed that they sometimes don't have the "TV" portion of the XMB on some CFW's and this is where the app installs to not video or the game section. If not on the CFW you will not see it on some CFW's I have noticed as I had this problem before switching over to Rebug CFW and that section was available.
PS3 CECH-2501A [CFW] & CECH-3001 [OFW]/ PS2 SCPH-3901 & SCPH-7501/ PS1 SCPH-5501
Mod Cobra 4.46 v7.00 w/ E3 Flasher [CFW] & Cobra ODE 4.50 [OFW]/ Mod HDD-OSD [Phat] & Modbo 4.0 [Slim]/ Mod MM3
HDD 1tb [CFW] & 640gb [OFW]/ HDD 640gb & OPL v0.92 w/ 1.5tb SMB