Cisco AnyConnect Secure Mobility: vpn.pkg is damaged and can’t be opened

I recently had to download and install the Cisco AnyConnect Secure Mobility client to connect to a VPN, however I was getting an error that seemed to indicate that the download was corrupted:

"vpn.pk" is damaged and can't be opened. You should eject the disk image.

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After a bit of trial an error, it turns out that the installation was being blocked by my OS X. What you need to do is temporarily change the “Allow apps downloaded from” option to “Anywhere.” You can do this under System Preferences > Security & Privacy:

Allow apps downloaded from: Anywhere

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After the installation, be sure to change the setting back.

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