Sophos Antivirus error opening cause of security reasons

Hello,
This is the error when I want to open Sophos Anti-Virus. I did a small research on the Internet and it seems like is a common error and the solution that I found doesn’t work for me. Can anyone provide me a solution for this error ?
Thank you !

“Sophos Anti-Virus 4.mpkg” can’t be opened because it is from an unidentified developed.
Your security preferences allow installation of only apps from the Mac App Store and identified developers.
Safari downloaded this file today at 3:22 PM from sophos.usask.ca.
OK
