How can I downgrade mac to 10.9.4? I don't really like OS X 10.9.5, it has many problems with SelfControl, can I down grade it to 10.9.4?

Upgrade:
I can't install 10.9.4, here is the error message
Generally speaking it is not possible to un-install a Mac O/S update. Actually there is nothing general about it at all, it's just not possible. Apple does not offer an uninstall option for O/S updates and patches. Or anything else for that matter.

Which means that any time you update your system you run the risk of obsoleting some software on your Mac.

There are a couple of ways to proceed, none of them are particularly good. You can contact the developer and see if there is an update on the way, or you can back-up your system, wipe the drive and re-install the operating system to the previous revision assuming you have the relevant installers and updaters. If you clone your drive all you have to do is re-install the O/S, the migration assistant will then copy your files and Apps from the clone.

Personally I recommend anyone wait before applying any O/S update to verify their critical apps work with it. There is no real benefit to being the first to apply an update. Conversely there are multiple benefits to waiting. Not the least of which is letting everyone else be your beta testers. 

I also recommend you use something like Carbon Copy Cloner or Super Duper to clone the entire HD **before* any O/S upgrades. Yeah it's a PITA but allows you to "revert" an upgrade if it breaks something.