What? It's a program, just like Firefox or Internet Exploder, so you don't open it "with" anything.
Just save "beardiag,exe" to the disk instead of "opening" it.
After the download is complete double-click on it to run the little program.

Bear Diag
 

Did not download on Mac pc, tryed dell pc and it downloaded. I double clicked to open beardiag program and it said that program expired 9/15/07.

Crap. MBP was supposed to have updated that copy last week. Use mine instead:BearDiag

Says cant be installed properly, rogue version.

What says that? BearDiag?

I contacted MBP to help with this. I don't know why it won't work for you when it works for me.

i double click on bear diag application and i click run. Then installation begins and it stops midway and a message pops up saying "cannot be installed due to either rogue version, firewall blocking, or not updated version."