My wife and I went through this with her Bernina and it took is for ever to get it all worked out. In our experience sewing machine companies, their instructors, and tech support only know Windows. It is even more complicated because they have atendency to create proprietary file formats with their own proprietary extensions. Our initial solution was to install Parallels Desktop and WIndows XP on my wife's Mac mini and even that took some fiddling to get it to work consisstently.
Eventually we found that the downloads were almost invariably zip archives which OS X can unzip. We put the file in a folder on the OS X desktop and then double click on it so OS X runs the unzip. from there we would drag all of the files, even the one we just unzipped, and drop them on a thumb drive formatted just as it csme from the office supply. Plug that into the sewing machine and at least the Bernina machine had no problem reading and acting on what was on the thumb drive. No guarantee that will work with your machine, but it is worth trying. Hope this works for you as well.
It occurs to me the dealer where you purchased the machine should be able to open (unzip) the file and copy the contents to a memory stick your machine can read and would be happy to do so rather than refund your money.
