If you are trying to install an application from any other source than the Google Play store you will need to enable the option in your settings. This process is sometimes referred to as "sideloading." Enabling this option is a snap! Simply follow the instructions below:
For Android 4.0 and above:
1) Open your Android device settings and locate the Security section:
2) Locate the Unknown Sources option and tap on the check box to allow the game to install:
3) You're all done!
For Android 3.0 and below:
1) From your home screen, press your menu key and select settings:
2) Select Applications from the list:
3) Make sure the option for Unknown Sources is checked: