PremiereElements_12_WWEFDJ.dmg is the installation file. http://www.ofzenandcomputing.com/how-to-install-dmg-files-mac/
if you're seeing that message when trying to install pre 12, you have a corrupt download. redownload:
Downloads available:
- Suites and Programs: CC 2014 | CC | CS6 | CS5.5 | CS5 | CS4 | CS3
- Acrobat: XI, X | 9,8 | 9 standard
- Premiere Elements: 12 | 11, 10 | 9, 8, 7
- Photoshop Elements: 12 | 11, 10 | 9,8,7
- Lightroom: 5.6| 5 | 4 | 3
- Captivate: 8 | 7 | 6 | 5
- Contribute: CS5 | CS4, CS3
Download and installation help for Adobe links
Download and installation help for Prodesigntools links are listed on most linked pages. They are critical; especially steps 1, 2 and 3. If you click a link that does not have those steps listed, open a second window using the Lightroom 3 link to see those 'Important Instructions'.