when you download an application for OS X it is an archived file to make it smaller for transport to you. Now OS X program come archived several different ways. I will list them:
1) Disk Image: I looks like a pure white hard disk on your desktop. This is a TEMPORARY hard drive! The application might be on the inside of the temporary hard drive. so you need to drag and drop that application to your hard/desktop for it to be installed on your Mac.
2) Zip file: This is one way of making an application transferable. It may contain the application directly or a Temporary Disk described above. You can make you own Zip files by right clicking (control button+click) and making an "archive".
3) Stuffit File: This is a proprietary archive method made by
Allume. They have made this you years on Macs. To "unstuff" those files you need their
Stuffit Expander. This will "unstuff" a direct application or disk image or installer package
(that I will explain net).
4) Installer package: This is what the name describes. It is an installer package (like Apple point OS X updates) that will install several files over you Mac. The icon looks like a partly open box and will launch the Installer program.
5) Bin: this is a style of archive the uses old Unix style of archive. Stuffit Expander will unstuff .bin files.
Finally I highly recommend an easy read book by
David Pogue called
Mac OS X (Missing Manuals). It is a very easy, interesting tech book you will ever read. If you read it you will be able to diagnose most any common problem in OS X.