hmm I've never heard of that problem with firefox. Try downlding it again with Safari instead then. I guess the question is whether the issue is with the downlded file or the file-associations on your computer. You will need to be logged in with admin abilities in order to install programs on the computer. Which OSX version are you running?

Do you mean you double-click the installer program within the disk image & it brings up the print-utility? Select the install limewire program within the disk image, Command-i, change permissions to that of your user-account.