As of Mac OSX 10.8, Apple has implemented security checks to make sure that unauthorized software doesn’t get installed. If you attempt to install software from an unidentified developer (such as the SU VPN) you’ll get told that the download is damaged and can’t be opened.This is a a security setting that has to be changed to allow for the VPN to get installed. Please follow the steps below to alleviate the issue.

1. Click the Apple menu, and select "System Preferences".
   
2. In the top row, click on "Security & Privacy".
   
3. Make sure the General button is selected at the top, then look for the section titled "Allow apps downloaded from".
   
4. Click the lock in the lower left corner to make changes, and enter your Mac username and password when you're asked for it.
   

5. Under "Allow apps downloaded from:" select "Anywhere" if it isn't already selected. A dialog will pop up warning that "Choosing 'Anywhere' makes your Mac less secure." Click "Allow from anywhere".
   

6. Close System Preferences.