With the release of Mac OS X 10.8 (i.e. Mountain Lion), Apple requires Apple-approved developers to provide installers that digitally sign into Apple's new Gatekeeper authentication system. You may get an "unidentified developer" error message if you use an installer that was released before the Mountain Lion release date (i.e. before July 25, 2012).
Wolfram Research, an Apple approved developer, updated its Mathematica 8.0.4 for Mac installer to sign into Apple's new authentication system. The Vanderbilt Software Store replaced the old installer in the store with the updated version from Wolfram Research. We now provide current Mathematica for Mac subscribers with access to the new installer. Customers do not need to reinstall their software as this change only affects new installations.