Disk Images (.dmg) are very common on Mac OS X. Disk Images allow both compression and password protection so they are very common for the distribution of software over the internet. When opened Disk Images mount as a drive in the Finder.
You can use the MacForensicsLab's Analyze function to explore the following file: ~/Library/Preferences/com.apple.DiskUtility.plist Inside this file is a section called "DUSavedDiskImageList" that shows the most recent disk images that have been used and burned by Disk Utility, including pathname locations. It also gives the device name that burned them and serial number of that device.