Have you ever downloaded a file using Safari and ended up with an extension like .dmg.bz2, only to find that no amount of double clicking will actually get you to a mountable disk image? Here's the down and dirty:
Safari has a habit of guessing at what you're downloading and appending an extension for you, at least when the server doesn't explicitly declare it. In this case, it's looking at the compression method being used inside of the disk image, finding bzip2 and appending that extension. But the disk image isn't actually archived, so this throws everything off. When the OS sees the bz2 extension (or any extension after the .dmg), it assumes it's a compressed archive and unzips it. The resulting file is broken.
The answer? If you run into this problem, just click the file once to rename it and remove the trailing extension after
.dmg. The disk image should mount on a double click. An aging post at Unsanity also divulges the server-side solution for preventing the problem entirely.