When your download completes, double-click PrivateWifi.dmg under your Downloads button to install Private WiFi.
When your download completes, select "Open" next to the PrivateWiFi installer to install Private WiFi.
When your download completes, click on the PrivateWifi installer under your Downloads button to install Private WiFi.
When your download completes, click on the "Run" button next to PrivateWiFi.exe to install Private WiFi.