PHILIP DOW  You're only getting that icon because you're exporting the entry and not the attached document. Saving files along with the entry is a long requested feature but quite difficult. If you want the pdf, select it and export it or simply drag the pdf icon to your desktop.  
(Version 2.5.1)

PHILIP DOW  Yes, it is.

http://journler.phildow.net/forum/viewtopic.php?t=482

-Journler developer  
(Version 2.0)

PHILIP DOW  The welcome file in the installer explains exactly why an installer is required. It justifies itself. =)

Journler uses an installer because it must add two other files to the Library directory on your hard drive. The first file is the LAME encoding library in a cocoa format, the second a Quicktime LAME component. Journler uses these files so you can save your audio entries as mp3 files.

If I didn't use the installer, you would have to manually download and insall these files. The installer is easier, I promise. I do put a lot of thought into every aspect of Journler! =)  
(Version 1.1.1)