Execute, select the app / document you want to be unlocked.
Unfortunately Drag & drop is prevented if the app is locked.
Mountain Lion's security model is great, it protects you from unadvertently executing rogue applications. You know it's coming, there is a but: developers need to pay Apple $99 to get a certificate, which is fine unless you develop free apps.
Usually you can right-click the app, click on Open and it unlocks the app but it doesn't always work.
Allow.app gives you a way to selectively unlock quarantined apps, the ones coming from people you trust.
Chicken and egg issue right ? Download the archive, unpack and right-click on the Allow app. Drag to your application folder.
Made with Automator.
The heart of the script boils down to
find $INPUT -exec xattr -d com.apple.quarantine {} \;
MIT 2012 Jonas Pfenniger
Lock icon comes from http://www.iconspedia.com/icon/silver-lock-18598.html Copytight NewIdols, CC Attribution Non-Commercial