What action are you using to mount the dmgs? In general, actions do not run until the last one completes. There are a couple exceptions. The "Open file" action (maybe that's what's your using?) may "complete" before the file is actually opened. It basically just hands it off to the application and then continues.
Another case is running Automator actions on Tiger. On Leopard, there is a mechanism to run them with the ability to wait for the them to complete but unfortunately, on Tiger, there's no such thing in place. Actually, on Tiger, there's no real official way to programmatically run Automator workflows but that's another story.
One workaround would be to mount the dmg using a script.