You may be running into the Apple security feature that blocks software from being installed unless you approve it.
Go into "System Preferences" (on the menu bar, click the black apple and select "System Preferences..." from the pulldown menu.
Within "System Preferences" select the "Security & Privacy" icon (it's in the top row).
Within "Security & Privacy" select the "General Category"
Near the bottom, select the option which says "Allow apps downloaded from:" and choose the "Anywhere" choice.
NOTE: If the padlock icon in the lower left corner is shackled closed (locked) you will need to click the padlock and type your password to unlock the panel. Otherwise it will not allow you to make any changes.
The panel should now look like this:
Now open the Canon disk image file for the installer (i.e. I'm opening the one named "EOS Solution Disk 29.1A" but Canon updates these frequently so your version number may be newer than mine.)
You should now have a window that looks like this:
Double click the installer icon (in this case it's named "ksd291a_installer" but that's because this is the version number of the EOS solution disk. If your download is newer then the version number may be different.
This may (and probably will) cause a window to pop-up which looks like this:
Again, this is Apple's security trying to make sure you don't accidentally fall for some trick by a malicious party trying to trick you into installing malware on your Mac. Since we trust Canon and we know how this software ended up on the Mac, it's safe to click the "Open" button.
You should now see a window that looks like this:
From here, you probably want to click the USA, Canada, & Latin America button, and I seem to recall the next panel asks you the country/region (most likely you'll pick United States) and from there I think you'll get the window asking if you just want to install everything or if you want to customize (in which case you can pick and choose which components you want to install.)
I DO RECOMMEND that you return to the security panel and set the security preference so that it no longer trusts software from "Anywhere" (I set mine to "Mac App Store and identified developers") as this will make it more difficult for malicious parties to trick your Mac into installing malware. Yes... it does mean that if you try to install software from a party that doesn't have an Apple software signing certificiate then you'll have to go through this process, but the added security makes those few steps a worthwhile investment of your time.
Good luck!
