steam problem

[Sunny Squash]

thought i would install steam on the mac pro for some on the go gaming. I know nothing about macs since I got this not long ago. After downloading steam and putting it in the applications folder its says 'You can't open application steam because it may be damaged or incomplete' any help on how to get steam up and running?

After deleting it all to start again it now says steam requires that /users\sunnysquash/library/ application support/steam/steamapps be on a case- insensitive filesystem.