It's likely that the download was corrupted if you are getting an error with the disk image. Go back to the downloads page at https://developers.google.com/appengine/downloads and look at the SHA1 checksum. Then, go to your Terminal app on your mac and run the following:
openssl sha1 [put the full path to the file here without brackets] For example:
openssl sha1 /Users/me/Desktop/myFile.dmg If you get a different value than the one on the Downloads page, you know your file is not properly downloaded and you should try again.