Downloading question from noob.

It is a DMG file, which is the application in a "container". You open that, drag the application icon to your applications folder then you have to "unmount" or "eject" your "hard drive" dmg file before you can toss it in the trash. It is all ok.

 

That 'HD' icon is what you get when you download and open a dmg file – if you look in there you'll see the FireFox app, drag this into your Apps folder, and it will copy in there. Once that's done, you can eject the 'HD' icon and run Firefox as you would any app.

 

It's a disk image, which is what the .dmg file extension means. You install the program from that, and then just eject the image and you're done