If you have a newer OS X, and run some software downloaded from the web which wasn't signed, you usually get an error message, like
"This app is from an unidentified developer"
To run it anyway, either disable gatekeeper, or simpler: Press the control key and click the app icon. Then choose 'open'. That's it.
I am personally still refusing to sign the software I create, not on Windows and not on Mac OS X. So all my software causes problems like this above. But my users don't seem to care. And if they do, I tell them this above. Works.