It looks like it is supposed to work (
some info). Check the file that you've saved on your PC to make sure that it hasn't tried to add something behind the dmg extension which can happen sometimes. Are you using FF or IE on your PC when downloading the file? I'm using FF when trying it and it shows as a dmg file. Also make sure that you are trying to open it from your Mac's desktop (by double-clicking) as it mentions in the second link from my first post. It is OS X that you are using on the Mac, isn't it?