What's the icon that looks like a hard drive? (But isn't)

When I download something off of the internet (HandBreak, in this case) I get the .dmg file which then uncompresses the application, correct? Then, I get the icon that looks a bit like an external hard drive and it appears under Devices in the Finder's sidebar. My question is: what is that icon and what do I need to do with it? Does it need to get moved into the Application folder? Do I delete it? Just not sure.
Thanks.
Chip

what is that icon
It represents the mounted image.
what do I need to do with it?
You need to click on it. If there's an application inside, move that to the Applications folder. If there's a brown package icon inside, double-click it.
(54182)

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