This error may occur if you try to run the application without first moving it to your Mac Applications folder.
The solution is to first make sure that you are using the Balsamiq Mockups ".dmg" installer (the one that you get when you click on the big blue button on the download page). After downloading, double-click on the file and then drag the application icon from the temporary location into your Applications folder, as shown below.
Try running the application again by double-clicking it from the Applications folder. If the error persists, please email firstname.lastname@example.org.