Hi All,
thanks for the answers.
Xeo, I forgot to mention in my original post that I had done a search on all "large" files on my machine (with and without an additional search term of ".dmg"). Couldn't find anything that seemed to be related to the mystery disk image. OmniDiskSweeper couldn't find anything either. So, what you said about it being a read-only or compressed disk image is very helpful, thanks.
macmike42, that's one of the things that is so strange: when I get info on the alias, the disk image mounts!
Thanks again for the assistance,
Chas