on mountain lion, if you download an application that isnt from the app store, or from an arbitrary list that apple has put together, then you will get an error when you try to run that app.
the error states “X can’t be opened because it is from an unidentified developer”
you can ctrl+click the app to run the program anyway, but you have to click the confirmation each time you run the app.
to fix this you have to disable ‘gatekeeper’
open system preferences > security and privacy
click the lock at the bottom to make changes and authenticate yourself
in the list – “allow applications downloaded from”
you can now run apps downloaded from anywhere