As part of the Apple Operating System, when you try to open an app from an unidentified developer, the computer will throw up a warning.
First make sure that is in an app you are using, and not an attempt to install an unwanted program to computer.
If you wish to keep the program follow the steps below.
To remove this block,
1. Go to System Preferences
2. Choose Security & Privacy
3. Click the lock and enter your username and password (if you do not have permissions contact Support Services)
4. Under Allow apps downloaded from: select Open Anyway
You should now be able to open the program you have installed.