Installing applications and/or software

I'm new to Mac.
When I install some software or downloads I get a dialog box that says "select an application to copy to" or something like that. Nothing that I select works to accept the downoad or program. What do I do next?

Hi and Welcome to Apple Discussions!
New to Mac? Well, if you are used to the Windows operating system then this link is a great user guide for "switching" from Windows to the Mac OS:
http://www.apple.com/support/switch101/
When you download software, are you talking about 3rd party software, meaning non-Apple? If you could post the url here so we can see which software you are referring to that would help.
Carolyn

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