That's because you're using the wrong browser. Your browser doesn't know how to handle dmg files & thus you end up with incomplete downld files. The Mac OSX doesn't know how to handle these files. There's a Sticky about this in the main General Mac OSX Support Sticky at the top of this section. The basic answer is to use Safari to download your dmg files!!! Then they will both downld to full size & then mount properly onto the desktop.

See Major topics for General Mac OSX for this & other OSX tips.