Here's an important question. Does the app has a no symbol (the O with a slash through it) over the icon? If it does then it is not compatible. If not there's a problem with the application file. Enter the terminal and use the cd command to navigate to the folder with the application. Then do
chmod +x /"Hamster All-Stars_v1.0.0.app"/Contents/MacOS/"Hamster All-Stars_v1.0.0.app"
(I think, I don't own the game yet so I can't check this) and if this doesn't work add sudo to the start. (Note: this could mess stuff up so I'd advise you know a bit about using the console)