Summer F's dashboard

I'm trying to download RescueTime onto my Mac, and having trouble. I click the "Download" link, the file (RescueTimeInstaller.dmg) saves to my desktop fine. When I double-click it, it appears to be running some kind of install, but is very quick, and then nothing else happens. Then I move it to the Applications folder as instructed, but when I try to open it, nothing happens. Help!