Please be aware that Mac OS X 10.9 and above have a new security feature called "Gatekeeper" that must be changed in order to install applications that did not originate from the Mac App Store or an identified supplier.
- In Finder, Control-click or right click the icon of the app.
- Select Open from the top of contextual menu that appears.
- Click Open in the dialog box. If prompted, enter an administrator name and password.
Or, if you like, you can change your system preferences to allow an unidentified installation. Adjust this setting by going to your System Preferences > Security and Privacy > Change the setting to "Anywhere" under "Allow Applications downloaded from".
In Yosemite, you will not be allowed to change this setting if your user has a blank password. To change the setting, give your user a password, make the change, then the password can be removed again.