Recently I was called out to an onsite where the user could not install Adobe Lightroom.
After investigating further I found that the disk image for the application (the .dmg file) was mounting perfectly fine but the pkg file would come up with an error saying there is no file associated with file type .pkg.
This is because OSX uses the Disk Image Mounting utility for dmg files but it uses Installer.app to unpack/install .pkg files.
It is important to first check the CoreServices folder under /System/Library/CoreServices and make sure that Installer.app is in this folder. If it is, all you need to do is right click the package file, click get info then change open with to be the program Installer.app
If the file does not exist, you can copy it from another Mac into your CoreServices directory and then you should be able to install the package file. Before doing this make sure that your Mac OSX Version matches the other Mac that you are getting the file from or it may not work.
It should also be possible to extract the Installer.app file from your OSX installer disks if you still have access to them.