If you try to open an App that you downloaded from Internet on MacOSX, it displays an popup error and does not open the app.
If you are running the Mac OSX Mountain Loin or later, there is a security feature called as GateKeeper which does not allow to run any programs that are not downloded from the Mac Appstore or a developed by a developer that Apple does not identify. In such cases, it labels the program built by an Unidentified Developer and does not let it run. This is security feature to prevent user for runining any program that they got from or downlaoded from somewhere other than tha Mac Appstore as they may contain malware.
There are fews ways in which you can allow such program to run.
1) From the Settings and Privacy menu you can choose one of the 3 security options
Allow apps downloaded from :
A) Mac App Store (Default Setting, restrictive but recommended)
B) Mac App Store and identified developers (Medium Security, ok)
C) Anywhere (less secure as it allows all program, not recommended)
2) You can allow access per application after you have reviewed the app source/developer and can be trusted. This can be done by choosing OpenAnyway from the Security and Privacy Screen as shown above against the app you want to allow access.
3) Yet another option to allow such app to run in future is to Control Click (Right Click) on the App Icon and select Open. This way Mac OSX knows and keeps a track that you have marked this app as an allowed app and will not prompt and open the app automatically next time.