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"Install Fitbit.mpkg" can't be opened because it is from an unidentified developer.
Your security preferences allow installation of only apps from the Mac App Store and identified developers.
BTW: there are two downloads available, one is for Mac and released April 19, 2012 and the other is OS 10.6 (Snow Leopard). I got the same dialog box for both.
Let me know if that didn't work, so we can continue troubleshooting. Don't Rate my answer until you are satisfied.