I cannot mount .dmg file for VMWare Fusion: Protocol wrong type for socket ERROR
If you can't even mount the .DMG file it is unlikely to have anything to do with VMWare or the software they put in the DMG file. Usually errors when mounting a DMG file occur due to a damaged download. Though it is possible the file they placed on their servers is corrupted at the source.

Try downloading with a different browser or even use WGET in the terminal and see what your results are.