Unable to open the eDMX Config Utility on Mac OSX

If you get an error when trying to open the eDMX_Configuration_macOS.pkg file that you downloaded from dmxking.com saying "can't be opened because Apple cannot check it for malicious software" then there is a way to open it. This applied to all software that aren't vetted by Apple. Instead of double-clicking the downloaded package, you right-click (two-finger click on trackpad, or hold down Control and single-click). Then select Open from the popup menu. You will now be able to select "Open" (it's grayed out, but can still be clicked) and install the software. This is due to a feature in MacOSX called GateKeeper.