CDex

I have been trying to download Cdex onto my new Mac( which I dont know much about either) it took about 10 minutes and all that seems to happen when I click on the Icon is it opens up a folder, I havent got a clue what im supposed to do with it. I want to create MP3 files. Is this program compatable with a Mac? whats happeninggggggggggggggggggggaarrrgghh@^$@$%&