First, right click it & chose "open", if it says "can't run game", then close the window. However right click on it again, chose "open" & it'll ask if you want to run it, then click yes and it should play
It doesn't ask if I want to run it. I just get the error message each time I try, whether I double-click or right-click the application.
A year later, and also have the same problem ...
