If it is a disk-image, you need to mount it first. Mounting means that the file will show up as a separete drive on your mac. Try right-clicking on the file, then choose "open file with", then choose "disk-image-mounter".
Now, open your finder window, and see if you have a new drive in the top-left of the window, if this is the case, click on it, and see what files it contains. If there is an .app file, drag it to your APPLICATION-folder, and this should install the programme.
Now you can UN-mount the new drive by ejecting it just like a CD (drag to the trash). Go to your application folder, there you will find your new app, dob-click. Hopefully it will work...