I'm having trouble flashing CWM from the market as well. I've rooted (or at least I think I have) via Hasooon2000's tool and the superuser icon shows up in my drawer but when I try to run it I'm never prompted with the usual permission request, just the permission error that OP posted. I am also unable to install anything like Busybox or ROM Toolbox. It seems like the root just wasn't properly set up but none of the methods I've found actually work. I have tried to redo the rooting process, but to no avail.
I flashed CWM from Hasoon200's tool too, and can boot into it, however when I try to take a backup it just goes to a screen with the CWM logo in it and doesn't do anything. I have to pull the battery to get it to reboot.
Never had this much trouble with rooting or flashing a recovery before, but if anyone can help I'd appreciate it.