Gatekeeper is a new feature for Mac OS 10.8 Mountain Lion where only applications that are from the Mac App Store or recognized developers can be installed with the default security settings.  (see attached "Package Error.png")

This can be bypassed by opening the Pharos package with a right-click or a control click and selecting "Open".  This will call a Mac dialogue box confirming your choice to open the package, even though it is not from an Apple Identified Developer.  You should then be able to continue the installation normally.

Please also note, Pharos is currently working on a signed package that will work with Gatekeeper.