I tried to download the IOS purple player to my Macbook. It downloaded fine, but I can't open the installer. The error message reads "Can't be opened because it is from an unidentified developer."
Help <in a pleading ... not mad .... tone>
Right- (or control-) click on it and choose "Open". You should be asked if you're sure you want to open it. Chris's solution will work as well, but this method doesn't require you to go back and unset the preference.