The messages below appear because OS X 10.8 and higher by default block the installation of applications that are not from the Mac App Store or created by identified developers.
However, if you know the software you are installing is safe you can follow the steps below to complete the installation: Hold the Ctrl Key down and click on the software you would like to open. Then select Open from the drop-down menu that appears.
The example below shows how to perform these steps for Sophos Anti-Virus
- Hold the Control key and click on Sophos Anti-Virus.mpkg. Select Open.
- Click Open