To enable applications from third-parties, you must authorize it from your security settings. Please note that this is a potential security risk. You should always be careful about which programs you run on your machine. Knowing that, follow these steps to enable third-party applications:
1. Open System Preferences.
2. Select "Security and Privacy" from the top row
3. Click the "Lock" icon in the bottom left corner to unlock the settings page. An administrators password is required for this step.
4. Change the "Allow Apps downloaded from" to "Anywhere"
5. Click the lock button to re-lock the settings page