[derefr]

The dialog that comes up from the context menu looks like that. The one they'll see the first time they try it, though, will look like this: http://www.maclife.com/files/u12635/gatekeeper_1.png

That looks like a "telling them not to" dialog if I ever saw one.

[mynameisvlad]

If they're following the developer's instructions, then presumably they wouldn't even see that screen. Remember, we're talking about the steps needed to open the app, not what would happen if they tried to open the app normally.

I mean, that said, most instincts would be to double click the app right away, ignoring any instructions, but that's a separate matter of how to best present those instructions for your users.

[derefr]

I don't think there's any possible way to present the instructions such that people will read them, if those people are in a flow state. People only even read the instructions once their cached reflex of how to do the task doesn't work out for them and they "wake up" a bit.