DMG file missing at end of upgrade to 3846

I finally decided to not ignore the upgrade notices I was getting every time I started PDT 4, and clicked Install to get build 3846. After downloading two apparently very large files of unidentified name/nature, the upgrade/installation started. At the end of the completed process, when I clicked CLOSE, the following message appeared:

A file to install [the directory in which I specified the download]/ParallelsDesktop-nova_development-en_US-4.0.3846.436367.dmg is not found.
Contact the Parallels support team for assistance.

Spotlight confirmed the nonexistence of this file. I don't know if this is just the installer trying to clean up a disk image that wasn't actually produced during the download, or what. The Image Tool, Transporter, and Explorer are dated 8/30/09, but I'm not sure whether that was the case before the upgrade or not. Any ideas on this?

Dick