Apple has the tendency to block all applications not coming from the AppStore or being developed by verified developers.
This is a measure taken to make sure they keep earning money on you to make sure you are never target of malware.
What technicat says is as far as I know still true (I left Mac a few years ago, as Apple's paranoid attitude was getting on my nerves to be honest). You can by the way if you have a two button mouse also use the right mouse button.