First, don't write in all caps and don't repeat letters over and over when you don't need to. "Please help," is perfectly understandable and much less of an eyesore.
Second, stay calm.
Third, that's not an error message. I think you neglected to write the rest of the message. There is a problem, however...
Fourth, you forgot to copy Planeshift from the DMG to your hard drive. I'd recommend you do that (you just drag the Planeshift folder to somewhere on your computer, such as the Applications folder).
Fifth, if you're still having trouble take a look at the Guide sticky at the top of this forum.
Sixth, please search before posting next time; this issue has been addressed before.
Seventh, if you're still having trouble AFTER following the Guide, send me a PM.
Eighth, iLock.