PLEASE HELP-problem with downloaded files!

I have downloaded some games and stuff from the internet to my new iMac(Leopard10.5.1). I open the files, copy to applications, or install from the folder-and that should be it, right?? Unfortunately, this is not so! I have to go through this same process every time I want to use one of my downloads. I have to re-enter serial numbers and all that stuff EVERY TIME!!! Why is this happening? I don't understand...

No, it's the computer. The files are fine, the computer just doesn't seem to keep the info once I install. Never had this issue with any of my previous macs.

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