It seems that you used the wrong procedure. As mentioned in the error message that you copied
1. Open the .tar.bz2 archive (or .dmg on OSX) 2. Move the SageMath folder/app to where you want it to be. You can also rename the directory now. The step 2 is *not* about moving the dmg file but only the SageMath folder it contains. -- You received this message because you are subscribed to the Google Groups "sage-support" group. To unsubscribe from this group and stop receiving emails from it, send an email to sage-support+unsubscr...@googlegroups.com. To post to this group, send email to sage-support@googlegroups.com. Visit this group at https://groups.google.com/group/sage-support. For more options, visit https://groups.google.com/d/optout.