To solve this issue hold CTRL-click on the installer file (or right-click for those of us with a non-Apple mouse) and choose "Open."
If you would like to change this setting permanently follow these steps:
- In your System Preferences open the Security & Privacy settings.
- Then click on the padlock and enter your password.
- Then click on "Anywhere" under "Allow applications downloaded from:"
- Click on "Allow From Anywhere" when Apple pops up a scary dialog that says "Choosing 'Anywhere' makes your Mac less secure."