paid for an app on apple.com ... my macbook won't open it because its not from app store ?!!?

I've paid for and purchases the quicktime MPEG2 playback component from apple.com ... all legitimate.

once paid for ... it states to download on the page .. did not and app appeared on me desktop.

tried to open but it states in cannot because my macbook is restricted to only App Store app downloads ?!?!

please help !!!