I've succeeded to download the installer but when I click on it to run Matlab tries to open it...
got a Mac OSX 10.6.8 and Safari 5.1.10
What is the full name of the installer you downloaded?
From where did you download it? If from the Adobe/Macromedia site, then something on your system added the .mdlp extension. You need to rename it to install_flash_player_osx.dmg