If you mean you are trying to download and install it from the Provider's website and not the App Store then you will have to go to System Preferences > Security and Privacy and Unlock the padlock and access the General section
Once there Enable the Anywhere option.
10:02 pm Monday; March 10, 2014 iMac 2.5Ghz i5 2011 (Mavericks 10.9)
G4/1GhzDual MDD (Leopard 10.5.8)
MacBookPro 2Gb (Snow Leopard 10.6.8)
Mac OS X (10.6.8),
Couple of iPhones and an iPad
More problems with little snitch. Mavericks 10.9.3: trying to install Little Snitch 3.3.1 over 3.3.0. The installer begins then crashes. I tried uninstalling LS and then installing 3.3.1. Same problem.
Over at the Objective development forum, a number of users have posted this problem, but so far no one from obdev has responded.
Anyong here know what the problem is?