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The file that you download is a installer disk image (.dmg). That is the current preferred installer for download files. When you double click it, it mounts the disk image and you can install from that, most of the time, it is just dragging the app to the Applications folder. When you are done, just drag the .dmg to the trash and it will unmount. Alternativley, it will unmount on shutdown.
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But I don't want ANY Spam!
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