Hi Torsten,
although the BoxCryptor Installer was signed with our Thawte Code Signing Certificate, this is not sufficient in Mountain Lion. The new Gatekeeper feature requires an application to be signed by special Developer Certificates issued by Apple.
We have just released version 1.0.2 of BoxCryptor for Mac OS X which is now signed by our Apple Developer Certificate and can be installed on Mountain Lion without having to change the system setting. You can download it here:
http://www.boxcryptor.com/dwonload/BoxCryptor_v1.0.2_Installer.dmg
Best regards,
Robert