Help - new user being driven crazy!

Hello - I am both new to Mac and Sophos

WHAT is happening?

I constantly get the message

"Opening savosx_80_he.dmg -"

(today) - You have chosen to open Savosx_80_he.dmg which is a Binary File (86.3 MB)"

It prompts save/download?

This was possibly my bank statement I tried to download today - but I cannot find it despite the huge download for one page pdf file; my downloads folder shows 960 items in decipherable language. No idea what this lot is - only had the Mac a few weeks.

I get this message constantly when I  am surfing and click on a website.

I have a limited internet connection and this programme is gobbling all the days units.

How do I sort this? It is diving me crazy and proving very costly as I keep exceeding my limit;

I expect I am doing something wrong being new to Mac (used to Windows)

Hope someone can help or I have to install it which is a shame

Thanks

LC