With OS X Mountain Lion, Apple introduced Gatekeeper, which makes it safer to download apps by protecting you from inadvertently installing malicious software on your Mac. Without argument, the safest place to download apps for your Mac is the Mac App Store and that is what Apple wants you do to with Gatekeeper.
Apple reviews each app before it’s accepted by the store, and if there’s ever a problem with an app, Apple can quickly remove it from the store. This is the purpose of Mac AppStore, apart from minting money for Apple.
When you download software from any other place on the Internet, Gatekeeper will verify them before you can use them. If an app was developed by an unknown developer — one with no Developer ID — Gatekeeper can keep your Mac safe by blocking the app from being installed. As a result, you may get an error which resembles something like “Application can’t be opened because it was not downloaded from the Appstore.”
You can get around this by tweaking the Gatekeeper settings located in System Preferences > Security & Privacy > General. Change the settings as shown below – Change “Allow Applications Downloaded From” to Anywhere.
Option “Mac App Store” means that your Mac can only run applications downloaded and installed from the Mac App Store.
Option “Mac App Store and identified developers” will let you install both applications downloaded from the Mac App Store, and third-party signed apps downloaded from developers’ websites.
Option “Anywhere,” will take your Mac security back to pre-Mountain Lion days. With this option selected, you will be able to install any application, regardless of its origin. This setting should only be used if you are downloading third-party applications unsigned, but from a trusted developer. As a precaution, you should never install applications that are from untrusted developers.