Are you sure the file downloaded completely? Sometimes a partially downloaded file will be read by your Mac as text. So, make sure you download the file completely. The Mac will then show the file's icon as it should. If that does not work, according to Apple, occasionally the user permissions associated with files or applications become damaged, which can prevent a file or application from working as it should.
See this article. So, you might want to try to run Disk Utility (Applications > Utilities > Disk Utility). Open the application, select the mounted volume for your hard drive and click "repair disk permissions."