HT2128 downloaded programs appear in strange icons, unreadable, garbled

Hi
I am new at understanding how the apple macbook works, for starters :I I can download software, but then I am stuck as to how to get it to open up so I can use it, instead I get a garbled picture of the download. Do I need some program that opens this ? and if so which one? I am trying to open up the Iolo System Mechanic that I have on another regular pc, but I want to use it on the Mac, any suggestions ? Thank-you in advance, someday I will get the gist of this MacBook which is beautiful to look at.
Teresa

OS X is very different from Windows, and carrying over assumptions based on familiarity with Microsoft Windows and Windows-based solutions can lead to frustration, confusion and difficulty.  Windows tools and Windows programs will not work on OS X.
If you've not already done so, please take the time to look through Apple's Mac Basics materials to better learn how to use your MacBook and OS X.
As you first get going with OS X, I'd suggest limiting yourself to loading software from the Mac App Store (on the menu bar, select  > App Store), and to generally avoid loading software from elsewhere.  There'll certainly be times when you want to load software from elsewhere, but start out with the stuff from the App Store.
As for where you seem to be headed with that lolo tool you've mentioned, some general comments and opinions...
You cannot directly install Windows software such as System Mechanic on OS X, nor would a Windows tool such as that function on OS X, and would I generally recommend against installing any similar system-level tools — tools that claim to optimize, enhance, accelerate, protect, defend against malware or whatever else — onto OS X.  At least not until after you know a whole lot more about OS X, and about how OS X functions, and about your particular requirements. 
I'm also skeptical around the value of anti-virus tools on OS X other than the integrated OS X XProtect tool, beyond — maybe — adding ClamAV.
For reasons of security on the OS X systems I manage, I don't install Oracle Java or Adobe Flash, and I specifically disable the automatic opening of safe downloads in Safari. 
Now for completeness, there are ways to get Windows software running on OS X, but a tool that targets the kernel such as System Mechanic would know nothing of the OS X kernel.

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