There has been quite a few reports recently of people being hit by this malware for the Mac called "Macdefender". One way some users are being caught out is by having a check box ticked in Safari which will automatically open "Safe Files" after they have been downloaded.
As Safari says Safe files include movies, pictures, sounds, PDF and text documents, and disk images and other archives.
One simple way you can stop this happening is to untick the box. Open Safari, Click Safari, Preferences then under the General Tab remove the tick in the box at the bottom. See the image below (Apologies for the dodgy arrow)
This will still download the file but then it will not automatically mount the disk image to install the application.
On the mac you are always prompted for the Admin password if you want to install any software, if you are unsure why you are being prompted for the admin password, then click cancel and don't proceed with the installation.
This is very basic change which all users should set within Safari.
I am always interested in feedback so feel free to add any comments, or you can mail me here.
A quick follow up to the post about Mac Defender malware. Apple have published a knowledge base article about how you can remove the Malware if you have been affected by it.
You can read the article here