Newer versions of OS X have a Gatekeeper feature that prevents apps from unidentified developers from installing without your OK. Typically, to approve apps you want to install, you have to go into System Preferences, but OS X Daily shows off a slightly quicker route through the Command Line.
To approve an app for Gatekeeper, you just need to open up Terminal (Applications > Terminal) and type in this command, substituting in the path and application name for your info:
spctl —add /Path/To/Application.app
To reverse that, just swap out
—add and put in
—remove. The process is a bit quicker than hopping into System Preferences once you get used to it.