Parallels installation problem

When I try to install Parallels from the "Install Parallels Desktop" icon I get a pop up window with the message "There is no default application specified to open the document "Install Parallels Desktop". How do I get past this point? Which application do I need to use to start the installation process?

 

Please, use this link to download the PD installation package:

http://www.parallels.com/download/file/v3/en/GA/Parallels-Desktop-5608-Mac-en.dmg

After that just double-click on it and choose "Install Parallels Desktop"

 

I still get the same message

I've downloaded the new build 5608 that you suggested (my version 5582 was from my newly purchased DVD) and clicked on the icon again. I still get the same message. I'm using OS 10.5.5 on a MacBook Pro.

 

Please check size it should be around 88 mb

 

right click on Install Parallels Desktop and select open with Installer.app

 

No Installer.app on computer

There is no Installer.app on the computer under OS 10.5.5 that I can find. Where is it located and why do I have to do that with a new DVD? Why is Parallels any different from other applications? By the way the .dmg file is 88Mb

 

Applications/Utilities - Tiger
System/Library/CoreServices/ -Leo

If you cannot find them in mentioned places, OS is corrutped