I'm not sure what steps you had to do, but I think you have to drag the game out of the DMG before it will work, if that's what you mean. I am not familiar with Apples so I thought it was common that you have to drag things out of the DMG before they will work (like how some programs won't work if you don't extract from the ZIP file on Windows). But if it's not an obvious step I will add a text file explaining it to the next bug fix update (coming soon!)