Well, I don't know how helpful I can be, as I am a PC user, and I don't plan on switching to, or even using a Macintosh in the foreseeable future if I can at all avoid it, but here goes.
It's in a .dmg.gz format. The .gz is a compressed format, and stuffit should be able to decompress it for you. Inside is a .dmg file. I have never seen a .dmg file before, but I checked on it, and I have found that it seems to be a disk image... why you would need to load a disk image to use a browser is beyond me, but hey, Macs aren't meant to work in a logical manner.

I found
this that might help you out some though. It's for OS9, but maybe you can figure out what they are talking about. They seem to be talking about a whole lot of Mac specific stuff. You seem to need something called Disk Copy, which I am guessing is bundled with your OS.