Hi rholmesa, welcome to the Sony Forums 
What was the name of the software you downloaded?
If the computer is prompting you to download software (and not camera firmware) then it should be installed on the computer, not the camera.
When you're asked to select a destination for software downloads, always choose another storage device such as your Mac's internal hard drive.
Unlike firmware updates, you can safely ignore all software updates for the Mac, with the possible exception of GPS assist data. If it's a GPS update you're referring to, let me know and I'll explain how to deal with it.
Cheers
Mick