The default security settings for installing different apps on your Mac OS X is set to install apps only from App Store and identified developers only. But If you want to install an app which is not downloaded form App Store or developed by an unidentified developer then you have to change few OS X security preference to allow installing apps developed by unidentified developers.
This security option that block installing any other app except downloaded from App Store or developed by a identified developers was introduced in OS X 10.8 and this security and privacy feature called Gatekeeper. You mighty see a warning message like this as I am getting when installing RebootToHDD on Mac. So lets see how do I solve this “can’t be opened … from unidentified developer error”
How to Allow Installing Apps from unidentified developer”
To solve this problem and install apps developed by unidentified developer click on Apple menu and select “System Preferences” option.
In the System Preferences window select “Security & Privacy”.
In the Security & Privacy settings click the Lock icon at the bottom to modify the settings (You may need to enter user password for this). After that select “Anywhere” option and then click “Allow From Anywhere” button to confirm it.
Now try to install app and hopefully you will not get this error again. For security purpose you can set this option to default after install required app.