Mac downloaded DMG causing warning about problem with the disk image

[shadowX]

I'm running OS X 10.11.5 on my Mac and wanted to give Attract Mode a try. I downloaded the Mac bundle (.dmg) but when I try to open the .dmg, I get the following message:

"There may be a problem with this disk image. Are you sure you want to open it? Opening this disk image may make your computer less secure or cause other problems."

It gives me the option to open the image anyway or not.

I've tried downloading the prior version (2.0) and that gives me the same message. And, I've tried downloading the .dmg several times with different browsers (Safari and Chrome) with the same results.

Before I go ahead and open it, does anyone know why this is happening?

Thanks,

Mark

[verion]

I don't know why it's happening - but this happens with all mac bundles I've tried since 1.5 version
But I've always opened mine and it didn't "ruin" my mac

It's the problem with DMG file - not with downloading metod or browser. But all version run without any problem.