Help! Trying to download – Files not compressed or encoded?

Hello

I have a Mac OSX. I’ve been trying to upload Adobe Acrobat and some other programs to my computer. When I download it to my desktop and tried to open it, it says that “the files does not appear to be compressed or encoded.” It also says that “the application SoftWindows might open but is not available on my computer.” I obviously need something to bridge the installation but what? More specifically, I’m also on a limited budget so i’m looking for a free alternative, if that is even possible. I’m pretty much a novice at computers and am hoping someone can set me straight.
Thank you for your time.