You have encountered the OSX security system which injects a note of caution when opening executables which come from unregistered developers.
You should be able to open the file by right clicking on it, select “Open” and saying yes to any “are you sure?” questions.
Note, this mechanism cuts in for any files that have come from unknown sources not just Vensim.
For more information, search on Google and you will find ways to bypass the warning.
Posted in: Installation