At this point, the *first* thing to do is verify that the downloaded file is intact (i.e., not corrupted). If you look at the <
download page>, they give the SHA1 digest for the file (and a link explaining how to calculate it).
For example, using Terminal... we would run this command:
openssl sha1 /path/to/SecUpd2010-003.dmg
...and we should get this result:
SHA1(/path/to/SecUpd2010-003.dmg)= 3f82f68f5a96a0c103fcc3ad88da9451b48def08
Please note that the "/path/to/" part there is fictitious. You can get the actual path by dragging the item into the window.
If you do not see this EXACT sequence:
3f82f68f5a96a0c103fcc3ad88da9451b48def08
then the download is corrupt, and no attempt to use that file will ever work... at least not in any desirable way.
[btw, have you
checked the HD with Disk Utility or fsck?]