How to install data safe

Have installed via FTP my data safe box. According to MAC it can hold confidential files and documents. 
My problems are that the box remains in the .dmg status. It contains fragments of .DS_Store, trash etc. I cannot delete those pieces. Consequently the data safe will not open properly. The dmg version of it opens only via FTP. I repeated the installation but end up in the same situation.
Säckingen

The data mining feature comes with the 9i/10g Enterprise database edition. If you have installed the Enterprise edition, you got the server. Look for the DM directory in your database installation for more information.

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