I upload and download from Anon files all the time and have had no problems. The .dmg that you are seeing as an extension is for an Apple Image File, they are used to compress files into them, like let us say and ISO, for a lack of knowing better how to explain it. You could open it with a DMG file extractor. Probably the person that posted it is using a MAC or Linux and decided to use this to compress whatever it is they have shared. My personal opinion would be, unless you knew, exactly what was inside the file, I would not bother to downloaded. I always upload in .ZIP and that is exactly what people get when they download what I uploaded. I hope this helps in making a decision.