This is what one of our mac users did when he received that message
Launch the game, close the error and then go to System Preferences -> General, and then at the bottom It should say “Shuggerlain-0.61.1” was blocked from use because it is not from an identified developer." and a button next to it saying "Open Anyway", click that and then another popup will come up confirming it, click the "Open" on that one and then the game will run when you try to open it.
Hope this helps!