In your OP you stated, "I double click on it and it opens and starts to unpack?" and in my first reply I told you to "... follow the installation directions "Install Player on a Linux Host" on page 12 of Getting Started with VMware Player PDF." and in your second reply you said, "Changed the extension to .bundle, same result". So the question is did you just do as you did in your OP or did you do as I suggested and follow the directions?
Also in your OP you stated "I get an error message (attached)" and there is no error message presented or attached. Diagnosing/troubleshooting technical issues requires analyzable information being given so we have something to work with. The bottom line is you've not presented any factual information by which we might have some clue as to what is happening, like archiving (compressing) the install log that should be in the /tmp directory and attaching it to a reply.