@William, you must be running either Lion or newer OS. That's a built in safety feature to prevent bad program from running. You need to go to your Apple menu and down to System Preferences. Click the Security & Privacy pane. If the padlock in the bottom left corner is locked click it and enter your username/password. In the section for "Allow apps downloaded from:" section choose Anywhere. You should now be able to run the installer.
If it bothers you to have your system open to where any program can run, you can always go back and change that radio button after you've installed ActivInspire.