App can't be opened because it is from an unidentified developer

It's because of the Security options.

Go to System Preferences... > Security & Privacy and there should be a button saying Open Anyway, under the General tab.

You can avoid doing this by changing the options under Allow apps downloaded from:, however I would recommend keeping it at the default Mac App Store and identified developers.

An easier way to open a document from an unidentified developer, if you know it's safe, is to control-click on the file icon and then select "Open." You will then be given the option of opening it regardless of its unidentified source.

Right-click (or control-click) the application in question and choose "Open"