The problem you're having is that is file you downloaded is corrupted, hence, not useful.
To solve this, download Ubuntu again. Once done, try again. You can follow the Official Guide for OSX:
2: Convert the ISO file
Convert the .iso file to .img using the convert option of hdiutil
hdiutil convert -format UDRW -o ~/path/to/target.img
Note: OS X tends to put the .img ending on the output file automatically.
3: Determine the media to install
diskutil list to get the current devices. Insert your USB and the run again
diskutil list. The new device its your USB.
4: Install into the USB
Unmount your device (not physically) with
diskutil unmountDisk /dev/diskN where N is your USB number and execute
sudo dd if=/path/to/downloaded.img of=/dev/rdiskN bs=1m
- Using /dev/rdisk instead of /dev/disk may be faster
- If you see the error dd: Invalid number '1m', you are using GNU dd. Use the same command but replace bs=1m with bs=1M
- If you see the error dd: /dev/diskN: Resource busy, make sure the disk is not in use.Start the 'Disk Utility.app' and unmount (don't eject) the drive
diskutil eject /dev/diskN and remove your flash media when the command completes.
Restart your Mac and press alt/option key while the Mac is restarting to choose the USB stick.