My Mac will not let me download software from o...

I want to install internet software for Mac windows media player and keep getting that the installer can't do that. I have tried several methods found on the net but they do not work or lack the right box to check in security settings. I have switched to Mac from PC and liked the WMP. Also I can't figure out how to install photos from a thumb drive into my Review NX1. Thanks

Hey! The link below might help.