A dmg file is a mac OSX image file. It can be mounted on your desktop using Disk Copy. Just drag & drop the dmg onto disk copy or its icon.
See
http://filext.com/detaillist.php?ext...&Submit3=Go%21 & also
http://encyclopedia.thefreedictionary.com/.dmg
A disk image is as it suggests that it can or should be able to be burnt to disk as is. It is often an identical copy of the original cd/dvd. But a dmg can be made out of incomplete images or a bunch of files ready to burn.
For difficulties with dmg files see: No Mountable File Systems (Error 95):
http://www.gnutellaforums.com/showth...threadid=29131
Also:
http://www.gnutellaforums.com/showth...threadid=24703
Sometimes downlding a dmg can be incomplete when using a browser that can't handle dmg files very well such as Explorer or Netscape. Safari is the prefered browser.