Before installing on Mac OS X 10.8 Mountain Lion, you need to change your machine's default security settings. This is because MultiBit DMG files are not currently signed with an Apple Developer key. Earlier Mac OS X operating systems are not affected.
The setting to change is in the 'Apple menu > "System Preferences..." > "Personal" section > "Security Privacy" > "General" pane'. The setting to set is the 'Allow applications downloaded from: Anywhere'.
Without this setup, when you try to open the DMG file you get an error:
"MultiBit-[version number]” is damaged and can’t be opened. You should eject the disk image.
In due course we will start signing the MultiBit DMG files and this problem will disappear.