You need to allow apps downloaded from unidentified developers. Do this by adjusting your security settings.
- Go to System Preferences | Security & Privacy
- Click the Padlock icon at the lower-left corner to enable you to make changes
- Choose "App Store and unidentified developers" with above setting chosen, you should be able to install our software. You will see a message warning you that the software has been downloaded from the internet and asking you if you wish to open it. This is expected, and you can proceed with installing the software.
If you generally do not allow apps downloaded from anywhere except the App Store, then change the security setting back to the desired setting after you have finished the installation.