By default, Mac OS 10.8 only allows users to install applications from 'verified sources.' In effect, most attempts to install software from the internet or physical media will show this error message:
"'ALL In Learning Browser Plugin.pkg' can't be opened because it is from an unidentified developer. Your security preferences allow installation of only apps from the Mac App Store and identified developers."
Follow these steps to allow installation of "unidentified developer" programs:
Go to the Apple Menu (upper left of your screen), choose System Preferences, click Security & Privacy, and select the General tab. Then, click "Click the lock to make changes."
Enter your username and password into the prompt that appears and click Unlock.
For OS 10.12 and up, click "App Store and identified developers." Then choose "Open Anyway." You will be able to install applications downloaded from the internet for 2 hours and then settings will revert.
For older versions of OS 10, click "Anywhere" and then on the prompt that appears, click "Allow From Anywhere."
Exit System Preferences by clicking the red button in the upper left of the window. You should now be able to install applications downloaded from the internet.
For more information, see Apple's Knowledge Base Article: http://support.apple.com/kb/HT5290.