Thanks for letting us know, I have outlined how to circumvent this below.
1. Click on the Apple icon in the top left-hand corner.
2. Select System Preferences
3. Select Security & Privacy
4. Make sure you are in the tab General
5. Down the bottom of the page, you will have a message saying the Mobile Zone Installer was blocked.
6. Click on Open Anyway and the Mobile Zone installer will start and begin the process of install.