Often I download tools and applications from the internet.
Since Mountain Lion, Apple has integrated a new security feature. This feature divides applications in two groups:

  • verified applications
  • unverified applications

When you try to start a new downloaded application (unverified) the operating system open a dialog window saying: "[Application]" can't be opened because it is from an unidentified developer.

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and you cannot run the application.

If you want to run your application, and if you have downloaded it I think you want also run it
Before closing the dialog window:

  • open System Preferences

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click on the "security & privacy" item

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  • you should see something like the following

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  • click on the "open anyway button"
  • then launch again your application

You may want to apply this setting to all the applications you will download from the internet:

in the "security & privacy" panel 

Screen Shot 2013-11-14 at 12.51.33

  • click on the lock icon to make changes
  • insert your password
  • click on the Anywhere item
  • and click again on the lock icon

Now your operating system will open all application without asking you. Remeber that, in this way, your Mac will be just a little bit insecure.