Resource Manager Errors: -199 mapReadErr Map inconsistent with operation
I'd recommend you try to redownload the file. Also make sure your Java is up to date for OS 9.1: http://docs.info.apple.com/article.html?artnum=75097 LW is built on Java & not having the most recent possible version for LW will potentially cause problems. May also cause other browser issues! It did for me! The file not having the correct icon does suggest a dwnld problem. If you have a pc also, why not dwnld LW on there 1st & then transport it to your mac to be on the safe side. And then drag & drop the file onto stuffit expander.

As I remember LW opens up as a disk image onto the desktop as you described. It should then just be a matter of double-clicking it.