Can you choose? if so, how? sorry if this is a dumb question.
Choose? Between downloading directly from your phone or via the PC? Yep! Usually, Mac users (Intel-based) don't have issues transferring files to/from their phones...
If you download directly from your phone, your downloaded file will go into the /sdcard's "download" directory (i.e., "/sdcard/download"). From there you'll probably have to move it with a file explorer/manager (Astro for example) to the top-level (root) directory of the /sdcard. There's a good, visual example of moving files using Estrongs File Manager (ES File Manager) in the
http://androidforums.com/all-things-root-eris/127861-universal-eris-root-dummies.html thread (you just want to know how to move the file--not the other instructions).
When transferring from you Mac, the easiest way would be to simply connect the USB cable between the phone and Mac and make sure that when you connect it you select "Disk drive" in the notification pull-down at the top of the screen. Then use your file manager on the Mac to copy/paste or drag/drop the desired file to the top-level of the /sdcard directory.
Using adb from the SDK is a little trickier, but I'll give you the highlights. First, make sure that you have USB debugging enabled on the phone (Settings -> Applications -> Development -> USB debugging (checked)). Then, when you connect the USB cable to the PC, be sure to select "Charge-only" (not "Disk drive"). Then, you would install the SDK, go to your command prompt (Terminal?), change to the SDK's tools directory, and enter "adb push
youfilename /sdcard/
yourfilename".
Your easiest / best bet would be to transfer directly from the phone or mounting as a disk drive.
I should also mention that verifying the MD5 sums of files that you copy to your phone with the intention of flashing is always a good idea. That way, you can ensure that you have a full, uncorrupted, complete file as you intended.
Hope this was helpful.