This is required to use the Digistump Arduino IDE - you only need to complete these steps once.
Apple has a developer policy that requires developers to choose to work inside or outside of its application ecology. Developers who work inside of the ecology register with Apple and pay licensing fees. Apple then applies criteria from its application store policy to the app. Apple does not block users from installing apps built outside of it ecology, but it requires users to accept that these apps are not Apples responsibility - http://support.apple.com/kb/ht5290
Currently the Digistump and Arduino IDE was created outside of this ecology and is likely to stay this way. It is open source. While the developers have not built this app under the supervision of Apple they have signed this. When the application is launched you can go to the Arduino menu and select 'about Arduino' where the Arduino developers have made a public who they are and what code they have modified.
Open 'System Preferences'
Select 'Security and Privacy' from your 'System Preference' window
Make sure you are in under the 'General' view in 'Security and Privacy'
Unlock the edit icon in the lower left hand (this will require that you have an account that allows you to modify these setting.)
You will know you are successful because the icon in the lower right side of the dialog will be unlocked
Ensure that you have enabled non-Store apps under System Preferences
You can now download and unzip to a folder - hint if you use Safari it will complete the unzip for you.
Use or install as you would any other App. If you need assistance please check the Apple site for further help - 'http://support.apple.com/kb/PH11356'.