Currently Being ModeratedJan 20, 2013 6:04 AM (in response to A.Branson)
Welcome to the Apple Support Communities
OS X Lion and Mountain Lion come with Gatekeeper, that prevents the installation of apps that don't come from the App Store or an identified developer by default. To install a widget or application that it's not from the App Store or from an identified developer:
1. Right-click the installer and select Open.
2. Open System Preferences > Security & Privacy > General, and select "Anywhere" under "Allow applications downloaded from"
Currently Being ModeratedJan 20, 2013 6:56 AM (in response to A.Branson)
mende1 has a good answer but you can also hold down the Control Key as you click on the package icon and this will open a drop down that will allow you to open from unidentified developer without changing your preferences.
Currently Being ModeratedJan 20, 2013 6:57 AM (in response to trouble me)
My first option is the same as the one you propose and both work properly