Unknown information:
Mac model.
MacOS X version installed - 10.4, 10.4.1, 10.4.2?
Specific URL of 'Flash' demo download. (I went
here, and then clicked on the 'Evaluation Resources' tab.)
When the 'Flash8-en.dmg' file is completely downloaded, is the size 105 MB (actually 110,122,136 B, as per 'Get Info')?
If so, do a right button (or <control> key) click on 'Flash8-en.dmg' to present its contextual menu, and select the 'Open with' menu item. What applications are listed?
'DiskImageMounter' and then (at least) 'Disk Utility' should be listed.
Select the 'DiskImageMounter' menu item and note the results.
If no 'Flash 8' disk image appears on your 'Desktop', then select the contextual menu's 'Open with's 'Disk Utility' sub-menu item. Look for 'Flash8-en.dmg' in the lower left list and double click on it. The application 'FL_Client_Installer' should appear where 'Flash8-en.dmg' was originally downloaded to, and 'Flash8-en.dmg' should now be in the Trash can.
If the above suggestions do not work, and with repect to 'When I double click this it tells me 'device not configured). Can anyone please help?' - if you where to take a snapshot (of the 'device not configured' message) and present it with your next reply - that may be helpful, with possible further suggestions.