Can't install 3rd Party Software properly

I have recently downloaded a video editing software directly from their website. Mountain Lion asked me to change my security to allow downloads from anywhere and not just the Mac App Store. I have installed the software but the programme shows up in Finder as a Device. Once I change my security settings back to "Allow Downloads from Mac App Store Only", it won't let me open the progamme? Is there anyway around this? Any help would be much appreciated.