Grey Screen and Halt symbol on IOS Lion Install

Help.  I’ve purchased and downloaded IOSX Lion fromthe app store.  Left it overnight to installand now I’ve come back to find a grey screen, a halt symbol (circle with a linethrough, and the spinner. Not quite the wonders of Lion I was expecting but I’veno idea how to recover from this.
Can anyone pleasegive me some guidance what to do?
Cheers
Stuart

Thanks Barney,
That's got me back into the Recovery partition.  However, once I've selected reinstall Lion, I'm given the choice where to insatll and amd being told my Recovery Hd Disk is locked.
Again, this is  new territory to me.  Any ideas
sjw

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