If you can’t decompress a “.dmg.bz2″ file downloaded by Safari, you may try to fix things by removing the .bz2 from the file name.
Here are some hints pointing that the problem is caused by the incorrect extension:
Using Archive Utility–the default archive handler on Mac OS–to decompress Filename.dmg.bz2 creates a new file called Filename.dmg.bz2.cpgz. [...]