BDMV” can’t be opened because it is from an unidentified developer. How do I solve this?? Am I losing all the video files I have in my camcorder??? Please help me!!! Thanks

I am downloading the memory card from my camcorder into my MacBook Pro with Retina display. It usually popped to the file called AVCHD then CLIP to show all the videos. But not this time, it automatically changed to BDMV. I do not have idea how this happened while I left my notebook on and I was away for a couple of hours then back to the living room to work on each video as to type name of file etc.

Now, I cannot even open them into CLIP because I am still getting BDMV with a popped sign that said BDMV can't be opened because it is from an unidentified developer. (I do not even understand what this is supposed to mean??) also with the bottom message that stated "Quicktime Player created this file yesterday at 1:52pm" I am like uhhh how can QT player do this without my authorization??

Please help me how to solve these and get all of my videos back that I saved in my camcorder. Let you know that I tried to insert the memory card back into my camcorder and all these videos are gone. 😟 😟 😟 😟 😟 Now I am having a HUGE headache because of this!!

What should I do now???