Ah yes, this is a known issue for Mac when running games built under Windows. You should change the permission flags on the executable, try to follow these instructions.
Open up a Terminal and navigate to your app folder:
cd <PATH_TO_YOUR_APP>/NR4TW.app/Contents/MacOS/
This folder contains the actual executable file which Windows apparently didn’t make executable. With the following command you should be able to give execution permissions on the file
chmod +x "No Rest for the Wicked"