Not sure what you mean.
I dragged MC to the Application folder, as shown in the mounted dmg.
I ran directly from the Application folder, it bounced for about a minute then became unresponsive.
Was this a first run of MC? Spinner drive or SSD?
The first run of a new version can take a long time to get to initial state depending on if it needs to download libav and move it's files from the app into local user space especially on a spinner.
When you see that black box with the OK button it means MC was interrupted during the install, you'll probably need to remove MC's local application data folder.
You can run the
terminal program (under Applications/Utilities) as the same user as you are trying to run MC as and do this (with MC NOT running):
rm -rf ~/Library/Application\ Support/J\ River/Media\ Center\ 25/*
(copy and paste that so you don't make a mistake)
That will clear out all of your local MC data, library, etc.
You can then re-run MC25 and be patient while it rebuilds that data directory then if it's a first use, let it import or if it's an upgrade from an earlier version restore an old library and settings.