Hi, Andrew - When you open a .dmg file containing an application you'd like to install, you should double-click on the .dmg file and when the window containing the application's icon opens, you should drag the icon, along with any documentation you'd like to keep, into your Applications folder. This will install the application.
When you've installed the application, eject the white drive icon and drag the .dmg file to the trash (unless you have some reason to keep it).
Do not launch the application you've just installed at this point. Instead, restart your computer and repair disk permissions, and when that is done, launch your newly installed application.
Good luck!
Tuttle
1668/8366