snes9x mac help

I am new to Mac, and am trying to install snes9x on it. I downloaded the following file: snes9x-1.53-macosx-113.dmg.gz , however, when i try to install it it says: Unable to expand "snes9x-1.53-macosx-113.dmg.gz" into "Downloads". ( Error 1 - Operation not permitted.). I search around to see how to fix this but haven't found anything that has worked. Thanks for any help anyone may be able to provide.