Will not respond in forums - I also downloaded the dmg retail file, have now purchased the retail disk which is still in it's unopened box.
In answer to your question - find the torrent for the OSX 10.5 release Mac OS X 10.5 Leopard [ToH]-RC2 SSE3/SSE2 Intel Only (think this is the one) you need to install this if you don't have access to a mac - then use this to transfer the DMG onto the USB thumb drive. I was not able to successfully burn a copy of the dmg file using any tool - but by using the OSX 10.5 release I could then follow the mac instructions which works fine.