What OS are you running? CS5 won't work with El Capitan. Maybe not with the OS before that, too.
If you go into your security settings, you can temporarily set it to allow you to install apps from anywhere as opposed to only from the App Store or Known Developers. There's a chance that this is just due to CS5 being so old that the installer isn't signed.
That being said, if you're trying to run CS5 on newer OS's be prepared for weird bugs and possibly not working at all.