The first one I decided to try was Firefox. I went to the mozilla.com web site and it recognized that I was running a Mac. I clicked on the download link and everything proceeded pretty smoothly. I ran the install program that was downloaded and after the usual warnings about installing a different application I thought I had the application installed.
There was an odd little window up that had a Firefox logo so I clicked that and up came Firefox. Cool - worked great. Sitting on my desktop though was a little icon below my Macintosh HD icon for Firefox. Wasn't sure what that was about but I just went on my way.
I ended up shutting down my Mac not long after the install. When I fired it back up Firefox was no where to be found! It wasn't in my Dock bar on the bottom and when I went into the Finder I couldn't find it in my applications! WTF?
Turns out after I ran the installer the big Firefox logo that came up was actually prompting me to drag that into my Applications folder within the Finder! Oooooh... Nope, didn't get that one. In Windows the installers generally add it to your Start menu; not sure if that's typical of Mac software or just a decision made by the folks that made the Firefox installer.
Guess I'll figure that out on the next application I install.