Can't Download Unidentified Developers

I've been trying to be able to download a certain program for school, but when I try I get the message saying that it's an unidentified developer. I've looked on forums trying to solve this and they all say the same thing, which is, "Go to your security and privacy tab and change it to anything." HOWEVER when I go to my security and privacy tab, all I can see is App Store and App Store and Identified Developers. Hopefully someone can help me before school starts back up because for the time being, I can't download anything that's registered as "unidentified" no matter what all of the articles say