If you see this message when trying to run Download Surgeon 3, it is caused by Gatekeeper on your Mac.  Here is what you need to do:

1.  When you see this message click Show in Finder.
2. Now you will see your Apps folder again with the DS3 icon again.  Right click and select OPEN.
3. This time you will see the SAME warning message but with a second button at the bottom that says OPEN.

Click Open and now the app should open.  

Here is a related link that may also be of help.  It is for a different program, not DS3, but the information there about
this issue also applies to Download Surgeon.

https://www.minicreo.com/mac-uninstaller/app-cannot-be-opened-on-macos-catalina.html