Apple is getting more and more strict on their applications security - which is a good thing. We will shortly be moving to a standalone app on the system that will let you launch without these warnings.
In the meantime, you can follow this general process after using the "upload now" link on the DataLog page:
- control-click or right-click on the downloads icon and select “show in finder”
- control-clikc or right-click on the "DataLoader.jnlp" or “CessnaConnect.jnlp” file and select “open”
- MacOS will ask you the first time if you really want to open the file