Mac security problems I'm having a problem installing an application (vuze). I've gone into the regular settings tab and I can't find anywhere to change any particular setting.

I looked online and I just randomly see the same security tabs I found myself so...not sure what I have to change.

Any ideas as to what I have to change in order to install this app?

I'm new to the Mac game so not sure where I have to go.

Thanks in advance.

Edit:
The message I get is 


  Your security preferences allow installation of only apps from the mac app store and identified developers.
A feature of OS X Mountain Lion is the ability to run only signed applications - that is, applications from Apple's app store - out of the box.  This is a configurable setting, however, and can be changed in the settings screen you seem to have already uncovered.  If you set the "Allow applications downloaded from" option to "Anywhere", your Mac should run applications downloaded from the internet as well.



Do be aware of the security implications of this, and consider changing it only when necessary (and reverting the setting after you've installed the downloaded application which you trust).

For more information, and screen shots, see:
http://www.maclife.com/article/howtos/how_tweak_settings_gatekeeper_mountain_lion