There are no "silly" questions. I had an algebra teacher many years ago say after he dazzled with his footwork on the blackboard, "No questions? Those who refuse to ask questions deserve to remain ignorant. " My hand went right up.
Ed
Man, that statement, so, so valid, brings back some recent memories! I used to teach Mathematics courses (on a part-time basis) at a couple of Community Colleges from January 2006 though June 2011, and no matter how many times I would encourage questions, there were still a number of students who were reluctant to do just that. As it is, it became more and more discouraging to teach, even at that level. Too many students felt they were "entitled" to things, but not needing to do any of the required work. I could relay so many stories, it would make one's head spin!
Also, as Cory so correctly mentioned above, you need to open that .dmg file, drag the Malwarebytes application to your Applications folder, and then double click on the app for it to run. (You could also double click on the app directly without installing first inside your Applications folder, but it is better to install it, so that you have it all the time).