Starting with Mountain Lion (MacOS 10.8.x) and Lion's update 10.7.5, installers have to be signed, otherwise MacOS X refuses to run them. The installer is older than this requirement, and therefore it is not signed.
To temporarily bypass this security, right-click (or Control-click) on the app’s icon and select Open.
You’ll receive an alert message, but it’s only a warning. Clicking Open again will launch the app.