Connecting Canon9000f to Mac Book Pro

My computer tells me that it won't run the installation package for the printer/scanner because my preferences say only allow stuff from app store.

I am trying to find that particular preference and change it. Anyone know where it's hiding?

System Preferences, Security & Privacy. Click on the small lock at the bottom of the box and enter your admin password. The lock will open. Now, place a dot in the box that says "Anywhere" under the title "Allow applications downloaded from:"