Simple Install Guide
Here is the standard install process on the Mac (incase you are confused):
INSTALLING AN APP
1: When you download a program, it will come as a .dmg file
A DMG is like a virtual CD, when you open it the Mac will show it like it does a CD.
2: Open the DMG. When you do that your Mac will show the DMG "virtual CD" on the Desktop.
3: Now, open that icon on the Desktop and a new window containing the new application will appear. Drag and drop it into the Applications folder on your hard drive.
4: Now, you have installed the app. You will want to drag the "virtual CD" on the desktop into the Trash to "eject" it, and then drag the DMG file you downloaded into the Trash as well.
5: To use the new app, go into the Applications folder and double click on it. If you want, you can drag it into the Dock and make a shortcut to it.
UNINSTALLING AN APP
1: If you put it on the Dock, just drag it off the dock to remove the shortcut.
2: Then, go into the Applications folder, and drag the application into the Trash.
3: Next time you empty the trash, the app will be gone!
Macrumors actually has a full guide to all this:
http://guides.macrumors.com/Installing_Applications_in_Mac_OS_X and
http://guides.macrumors.com/Uninstalling_Applications_in_Mac_OS_X