VirtualBox.mpkg can’t be opened because it is from an unidentified develope
It seems that you are new to Mac OS X. And since you are using Mac OS X 10.8 i.e. Mountain Lion, you should have heard the term "Gatekeeper". It is a security feature that does not allow installation of apps downloaded from other than Mac App Store. But we can disable it allow installation of any program we want. Mac App Store apps are signed by Developer ID.
Please follow the steps to allow installation of VirtualBox.
1. Go to System Preferences either from Dock or the Apple Menu.
2. Click on Security & Privacy pane in the first row.
3. Then click on the lock icon in the bottom left of that pane.
4. Authenticate with your password to proceed.
5.Now click on Anywhere radio button as shown in image. This will allow installation of any apps you want.
6. Chose Allow From Anywhere when prompted.
Now you are done. Install the app without any issues.