By default OS X does not allow apps that are download from outside of the App Store.

Open System Preferences and navigate to Security & Privacy > General, click the padlock in the lower left hand corner of the pane and enter your administrator password, then under 'Allow apps downloaded from' make sure 'Anywhere' is selected.

Alternitively, you can control click or right click the Hidden.pkg file and then select "Open".

You can read more about gatekeeper here: