It sounds like you are not installing the software on your hard drive:
- Double-click on the .dmg file. If nothing happens, then press [cmd]+ [ i ]. Select Open with: DiskImageMounter popup menu item.
- After the .dmg file appears as a volume mounted on your Desktop, there are two possibilities. a) The volume may hold an application which can be installed by simply dragging it to your Applications folder or to wherever you see fit. b) The volume may hold an installer which will install the application and its support files in an appropriate location.
FWIW, QuickTime is an integral part of MacOS X. Although I recommend
Adobe Reader, it is not necessary to do so. PDF is an integral part of MacOS X. It can be viewed by any QuickTime-compatible application. The most popular of these is
Preview.
If you have not yet solved your problem, then it would be helpful for you to state which .dmg files give you trouble.