RhoMobile 6

egghead This is a part of little microsoft certification problem.
Application key is living here: rhodes\platform\uwp\rhodes\rhodes_TemporaryKey.pfx . If you got microsoft certification key - you can simply replace one to another (or change it in rhodes_dev.sln, if you want).
In other cases you should use developer mode on your device (yes, on phone too). On Windows 10 for PC you should also add certificate from the preferences of *.appx. Here is few steps that could help:

Right click on APPX file
Click Properties
Click Digital Signatures
Select Signature from the list
Click Details
Click View Certificate
Click Install Certificate
Install the Certificate

Quote from Installing developer packages on Windows RT (https://msdn.microsoft.com/en-us/library/windows/apps/bg126232.aspx):

Click Next. Tap OK to confirm the UAC dialog.
In the next screen of the Certificate Import Wizard, change the selected option to Place all certificates in the following store.
Tap the Browse button. In the Select Certificate Store pop-up window, scroll down and select Trusted People, and then tap OK.
Tap the Next button; a new screen appears. Tap the Finish button.
A confirmation dialog should appear; if so, click OK. (If a different dialog indicates that there is some problem with the certificate, you may need to do some certificate troubleshooting. However, describing what to do in that case is beyond the scope of this topic.)

egghead yes, this is dependency problem (another problem with microsoft).
Look in the folder with appx file. There must be folder, called "Dependencies". In that folder there are appx files (with windows frameworks), that you should install one time, if they are not already have been installed in your system.

egghead this is a part of problems of windows platform itself and now we know, which of them should be documented. Thanks for that, by the way)