By default Mountain Lion can only run software from the App Store or by developers Apple has specifically certified. You can tune this restriction both up ("App Store only") and down ("any software can run").
There is no "special certification", it's just a matter of creating a developer account and generating a certificate.
Also, right-click -> open will bypass the verification under the assumption that if you know about that command, you probably somewhat know what you're doing.
By default, you can right click anything from anywhere and choose "Open". It will install/run, and you will never be asked about that program again. But you have to make a conscious decision to run it.
Gatekeeper was on for appstore and signed applications and I had to disable it to install something I downloaded (ironically because OS X told me to - X11).
