Yeah, Mac is like that. Here's how to open unverified apps.
Try to open it, then say never mind in the security popup.
Then to to System Settings > Privacy & Security and scroll all the way down.
Under the Security section, just above File Vault, there should be a list of applications that you tried to open but couldn't verify. Click on "Open Anyway" and say 'Open Anyway' on the popup. You will need to put in your name/password.
And it will run. After this you will be able to open the application like normal.
(Obligatory warning: Opening apps this way could leave you vulnerable to malware.)