M-Audio USB MIDI Uninstaller’ can’t be opened

Hello,
This error message box pops-up suddenly and randomly on my desktop. Sometimes can be very annoying and I want to get rid of it as soon as possible. Can anyone of you guys help me to fix this?
Why I have this error and how can I prevent?
Thanks!

“M-Audio USB MIDI Uninstaller’ 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.
