Currently Being ModeratedDec 16, 2013 9:45 PM (in response to roseannebananadana)
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That's caused by Gatekeeper > http://support.apple.com/kb/HT5290?viewlocale=en_US&locale=en_US
To open the application or the file, just right-click it and choose Open.
If you do not want to do that with all applications, open System Preferences > Security & Privacy > General, press the padlock at the bottom left, and select "Anywhere" under "Allow applications downloaded from"