First, you should search for DiskImageMounter.app on your hard disk. On normal installations of OS X 10.3 (Panther) and later, it will be located in /Library/CoreServices/. It it's not there, you'll have to somehow get a replacement (reinstalling OS X is usually the easiest method).
By the way, Stuffit Expander won't work. It can open a variety of archives, but it cannot mount Mac disk images (dmg). There are some Windows utilities which can extract dmg files too, if you're interested in taking that route.
John A
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