This can sometimes happen on Macs running Mavericks or Yosemite. This page from Apple gives instructions for safely granting access to new applications. Please first of all check that you are using the very newest version of your HUE software as we are a registered developer and the error shouldn't be appearing.
If you want to permanently change your settings (you can reverse this at any time), you can go to System Preferences> Security & Privacy and adjust your security settings in the General tab. For peace of mind, we would recommend keeping them set to the default if possible and using the workaround on the Apple page to open new applications.
If you're seeing this error with the newest version of the software, please let us know.