Mountain Lion includes a new security feature where if a developer isn’t “identified” by Apple, by default the OS won’t let you install the app. You can bypass this by changing your System Preferences > Security & Privacy > General and setting it to allow apps from anywhere, but needless to say that defeats the purpose. Plus if you’re managing a Mac for someone else (personal or professional) you may not want to disable that security permanently.
So to bypass the security on a case-by-case basis, you can simply right-click on the installer and choose Open. This will present the same warning dialog you would have seen before, but now it will have an Open button on it, giving you a “one time” pass to run the installer.