[rb2k_]

I wouldn't do the "Enabling apps from everywhere" step. If you have an unsigned app, just right click on it and select open. OSX will ask you once and be fine with it from then on.

[maaku]

If you develop your own applications, that can get very annoying very fast...

[archgrove]

It never asks for locally created applications. It's purely for things downloaded over the Internet. In essence, it's a more advanced version of the original "You just downloaded this, are you sure you want to run it" warnings from the file quarantine system introduced with....Leopard, I think?

[microtonal]

Yep, its asks it for files with the 'com.apple.quarantine' flag, which is attached to downloaded files.

You can see its value with:

  xattr -p com.apple.quarantine <filename>

And remove it with:

  xattr -d com.apple.quarantine <filename>

Binaries/application bundles that roll out of your linker/xcodebuild do not have that attribute. Hence, no bugging :).