Where did this file come from
Have you installed Flash Player recently? If so, it's just a harmless leftover. If not, it could be part of the Flashback Trojan.

Also keep in mind that programs like Google Chrome embed flash player, so you are correct to not trust dmg you don't really want to install. More digging might be needed if you don't want to make a backup and then just delete the files and see if/when they reappear.