Basically, you just need to find MyExpatNet file in Applciations folder in Finder, and press Control+click on the file and select Open (and once again -> Open)
New version of Mac OS has a new feature to prevent you from installing applications that are not certified by Apple.
This is the way to go around it:
http://www.imore.com/how-open-apps-unidentified-developer-os-x-mountain-lion
or
http://osxdaily.com/2012/07/27/app-cant-be-opened-because-it-is-from-an-unidentified-developer/
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