“App” can’t be opened because it is from an unidentified developer

UPDATE 12-20-2013: According to BBCAmerican below (thanks!), this applies to OSX Mavericks too!

Got OSX Mountain Lion? Getting the above error code when trying to install an app? I tried installing Microsoft’s RDC 2.1.1 and encountered this same error. Apparently, there’s a service called GateKeeper that prevents unsigned apps from installing. The fix? Just right-click on the app and click on Open (as opposed to simply double-clicking on it), and you’ll be presented with more options (i.e. an Open button).

From OSX Daily