.dmg files? can I delete?

When installing applications or updates on your Mac, can you delete the .dmg files?
I've installed a few freeware applications such as MSN Messenger, Lab Tick, Flip4Mac, aMSN etc... and also updates for various applications.
Once i've an application installed or updated (and working ok) can I delete the .dmg file?
I've tried to delete the .dmg file for MSN Messenger in the past only to find that it wouldn't work and I'd have to install it again, but i've deleted .dmg files for other applications (as it told me that I could delete if I wanted to after successful installation)
So what can and cannot I do with .dmg files?

Thanks guys!
I think I had some applications installed incorrectly - when I open MSN, a white drive opend also on the desktop, and the same happened with Firefox, the white drive with a Firefox logo would appear on the desktop anytime I opened these applications.
I think this was because I didn't install some things properly, I think I may have dragged the icons to the task bar along the bottom before adding them to my applications folder. I've uninstalled some applications and reinstalled them correctly and now everything is working fine. I can also delete .dmg files now, because in the past - seeing the applications weren't installed correctly, deleting the .dmg file caused the application to partially uninstall as it was running the incorrectly installed application.
Problem sorted!

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