Hi mospirit,
first of all: WELCOME TO THE DISCUSSIONS!
Sometimes files lose connection to their application. This can be solved quite easily though:
1. Download
Cocktail, OnyX or Tiger Cache Cleaner and reset the "Launch Services Database".
2. Click any .dmg and type Apple-i to get the Information window. In the pop-up called "Open With" select "Other" and navigate to /System/Library/CoreServices. There select DiskImageMounter as default application. Finally back in the Information window click "Change All".
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