I figured it out.
The .hqx file is some sort of zip file.
To get WM7 installed, I had to copy it to my Desktop, drag the HQX icon over the Aladdin DropStuff(tm) program, let it change the file to .hqx.sit , open that file, let it copy the contents to the real file (which sends it to the desktop), then install it.
This is why I do not like Macs, no WinZip!
It took a while to figure it out, but once I found the DropStuff program, I started to get it.