Just in case anyone else runs into this…
I’ve just installed the latest version of Magento (1.1.6) onto an Ubuntu desktop (8.04 - Hardy Heron) by first downloading and running the Downloader. After a successful install I click to go to the admin and immediately get an error. Turns out there were no admin html design files. I tried reinstalling Mage_Core_Adminhtml using Downloader/MagentoConnect Manager but that didn’t help. Eventually I downloaded the full installation download and copied the relevant adminhtml directories under /app/design and /skin.
Will post again if I find anything else missing but in the mean time I’d advise to not bother with the Downloader initially. Only use it once you’ve done a full normal install.