If you're using OS9 or earlier, .dmg files will be of no use to you as they usually contain OSX software. If you still want to be able to mount them, make sure you have the latest version of
Disk Copy (this version is included with OS9).
If the file still won't mount in OSX or OS<X with DC6.3.3, then it's probably corrupted - many files on Gnutella are.