I'm NEW! How do you save downloaded software to

the hard drive of your mac?
This has me totally perplexed.
I downloaded some software and it is in my downloads. I clicked on it expecting it to ask if I wanted it to run or be saved, but neither happened.
I can find the software in my downloads folder, but I need to save it specifically onto my (internal) hard drive. HOW?
This may be obvious to most, but I'm learning life the hard way!
Thanks much!

Hi AplleSupport2011,
Hi – Thank you very much for this help! What you said does help a lot, but I still have a confusion. When I did what you said, of opening the dmg file, it opens with a screen that says this: (And this is where I lose it right off the bat.)
Carbon Copy Cloner
3 items
Before you begin using Carbon Copy Cloner, please copy it to your hard drive.
             Icon of                                                                                               Icon of
Carbon Copy Cloner Icon      _______________________>                        Applications Folder
Safari Icon
Read Me
This is exactly how it looks.   So I don’t know what to do 1st? Can you please tell me again. I probably should’ve shown this in my 1st question.   Thank you - thank you - thank you!

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