Getting blocked by OS X’s Gatekeeper? You could turn it off, but it’s there for your safety. Instead, if you are sure that a program is from a trusted source there is a way to bypass it temporarily. Instead of double-clicking the app or the installer, right click it (or two-finger click or control-click) and choose “Open” from the menu. This presents the warning but also gives you a button to let you install it anyway.
What is Gatekeeper? It’s an anti-malware feature introduced in OS X Lion that aims to make it more difficult to install software with unintended consequences (malware or trojans). Any registered developer can sign their software and distribute it, so it’s not like the App Store where it has to be pre-approved by Apple. If the developer is found to be making malicious software then Apple can flip a switch so that Gatekeeper blocks it (though that system has not yet been used to my knowledge). Gatekeeper also blocks software that is determined to have been modified by someone other than the developer (possibly the most common source of trojans on Mac) and software that hasn’t been signed at all (common with older programs and open source software).