Gatekeeper is a protection mechanism in modern MacOS X version (Yosemite, El Capitan,etc), which tries to protect you from starting potentially "dangerous" software. It basically checks if the developer of the application is known to Apple (registered as an Apple developer and if the application has been signed properly).
This is all nice and dandy (and feels pretty complicated from a developers perspective), but it can be quite annoying for freeware developers. The user will see a "App can’t be opened because it is from an unidentified developer” error, unless the app has been signed and such. Unfortunately, Apple is not really helpful when it comes to supporting freeware and/or open source development with non-Apple tools.
So ... we can disable this option in "System Preferences" -> "Security & Privacy" -> "General" where we can set "Allow apps downloaded from" to "Anywhere" which basically disables Gatekeeper.
But it can happen that Gatekeeper re-enables itself after 30 days ...
With the following Terminal command you can disable this auto re-arm option:
sudo defaults write /Library/Preferences/com.apple.security GKAutoRearm -bool NO
If you'd like to enable this option again, use:
sudo defaults write /Library/Preferences/com.apple.security GKAutoRearm -bool YES