In other words, this site is pretty safe...
One of the improvement of OSX 10.8 is gatekeeper, a security system designed to limit the installation of new applications to Apple App Store and Apple 'known developers'.
Protecting your system against unwanted applications is a good thing. You shouldn't disable this feature without any reason. The best also is to reenable it right after installation.
To disable it, go to System Preferences.
Go to the 'Security & Privacy' tab.
Set the "Allow applications downloaded from:" to "Anywhere".
You should be able to install anything you want know.