Hello!
Some SIT archives refuses to unstuff when situated in LW Shared Directory.The solution is to drag the file to the desktop and then drop it onto the Stuffit Expander Alias.If that fails then try to open up Stuffit first and then trough File>Expand browse to the file and click choose and it should work.Atleast if you are using the latest version of Stuffit Expander which is included in the free Stuffit Lite 6.5.1 package avilable here
http://www.stuffit.com
If it turns out to be a .dmg(short for Disk ImaGe) file then you cannot open those up in Classical Mac OS those are Disk Images for Mac OS X and need to have a Mac OS X system active to open up.But since those are generally Mac OS X apps you have no need for them anyway so it does not mather.In Classical Mac OS disk Images are called .img as in Image.You could always try a little hack and add the .img extension to the file and see if that will help but I doubt it.But as I said they are probably Mac OS X apps not usable on Classical Mac OS.