With OS X 10.8 or later, when “Downloading the Desktop App” if you get an error dialog saying “MDOdesktop.jnlp can’t be opened because it is from an unidentified developer”

 

 

Take the following corrective steps:

Open System Preferences

 

Select Security & Privacy

 

 

You should see MDODesktop.jnlp listed. Click “Open Anyway”