In addition to Jon's request, it might also help us to know...
  • what version of OS X you are running (Click on the Apple Menu and select About this Mac)?
  • do you happen to remember what the extension was on the file you downloaded. Was it by any chance ".dmg"?
  • What is the extension of the font files you are having the problem with?

If we knew what it was we were doing, it wouldn't be called research, would it?

— Albert Einstein