Mac OS X 10.8 Mountain Lion contains a new feature called Gate Keeper located in System Preferences. In order to install applications that are not from the App Store, you will need to go to System Preferences/Security & Privacy preference Pane and adjust your preference for allowing installation of software applications. You may want to do this only when you intent to install applications such as Fender FUSE or others which you know to be safe applications. Then, once the install is complete, switch your applications preferences back to allow App Store applications only to be installed. Please see the information below to complete the Fender FUSE installation.
1. In the Security & Privacy preference pane, click to unlock (if this preference is locked)
2. Then under the "Allow applications downloaded from:" item, select "Anywhere" and click on "Allow From Anywhere".
3. Next run the Fender FUSE installer, and restart your Mac.
4. Launch Fender FUSE once on your Mac to confirm functionality.
5. Once this is done, change your preference back to "Mac App Store".