I downloaded the file onto my new MacBook Pro. When I click on the download, nothing happens, no matter what I try to do with the file. There's a pop-up that tells me that the file is being opened, but then that disappears and nothing happens. Can anyone help me out? Is there some software I have to install first for it to actually work? Thanks!

Yeah, I did. And that's the one that I downloaded.

I should have put that in the OP, my bad.