Is Anyone Having Trouble With The Demo?

I recommend downloading it with a mac... Since you've alreay tried that, tell me what version of OS X you're using and what browser... I didn't have any problem, and here is what I use:

OS X 10.3.8 with Safari 1.2.4(v125.12) for the browser... works fine...
if the problem remains, try configuring Safari's preferences...

also, what version of Stuffit Expander do you have on your mac?