I have seen this problem since even before I got my Mac. Most Mac OS X Applications are packaged in dmg (Disk Image) files. By opening this file the Disk Image is mounted and the contents displayed in Finder. At this point I see some users double-click the Application and run it from there. They then keep this App icon in the Dock. When they do this, everytime they open the App it re-mounts the dmg and runs. This is an incorrect way to install your App and could easily cause problems when you clean up your Downloads folder.
Instead follow these steps
1. Mount the dmg (Open it)
2. Click and drag the App to the Applications folder (or any folder you wish to "Install to")
Mac OS X Apps are pretty cool in that they are a single file containing all needed libraries.
It is an archive that you can even navigate it, not that it is very useful, but you can by right clicking (Secondary Click in Apple lingo) and select "Show Package Contents".
3. Run the App from the folder that you installed it to. Add to Dock if you like.
Use the Finder to confirm that all Disk Images are un-mounted (click the Eject Icon) and then run the App again to confirm you accomplished the above steps and no longer have the OS doing double duty to run the App.
Just a quick tutorial, I hope it helps noobs get used to their Mac.
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