Ah, I see. OK, so when you download the software and open the .dmg file, you see two files, the .mpkg and the uninstaller, right?
So when you run the .mpkg, it should do the guided install, and you should end up with Logitech Harmony Remote software in your Applications folder (in the Finder). It won't add the icon to your dock, you have to do that by hand.
You need to open that before connecting the remote--it doesn't automatically launch. You can either look for it in your Applications folder in the Finder, or click on the magnifying glass in the upper right and type Harmony.
