Gameboy dmg wall adapter instructions. DMG files are Mac OSX disc image file. It is commonly used on Mac OSX system, just like ISO file on Windows. Most of Mac OSX software are packed into a dmg file, which can be mounted as a volume within the OSX Finder, thus you can install the software without using a physical disc. AnyBurn can extract dmg file, convert dmg file to iso format, or burn dmg file to a new disc directly. To burn a DMG file, please follow the below steps,