dmg is a disk image standard introduced with Mac OS X, and supports some rather advanced features, such as encryption and HFS+ file system. However, you might try MacDrive:
http://www.mediafour.com/products/macdrive/
MacDrive will let the PC read the HFS+ file system, though I don't know if it allows for mounting images. There is no provision in Windows for mounting disk images as volumes. Worth a try, though.