It's a Mac OS X Disk Image file.
That means that's a screen saver designed to be used on a Mac. It can't run on any PC.
Look here to use it on a Mac:
http://www.fileinfo.com/extension/dmg
On a PC, check for a PC version and get that version. DELETE the DMG file as it's not useable on your PC.
Electro
January 2012