Symantec Endpoint Protection is from an unidentified developer

I want to know why I am receiving error on Mac Mountain Lion OS X 10.8 when I installed Symantec Endpoint Protection. It also appears on some applications that I tried to install on my Mac. The error is stating:

"Symantec Endpoint Protection.mpkg" can't be opened because it is from an unidentified developer.
Your security preferences allow installation of only apps from the Mac App Store and identified developers.
"Symantec Endpoint Protection.mpkg" is on the disk image
"Symantec_Endpoint_Protection12.1.1000.dmg".
How can I change the security settings in Mac so it will allow installing programs? Any ideas? Thanks.
