Warning when running a downloaded application

I recently downloaded and "installed" (i.e, dragged to the /Application folder) BlueJ, a Java IDE mainly used for educational purposes.
Now, whenever I run the app, I can see some window for a very short time - it looks like the warning that the app was downloaded that OS X displays upon the first run - but the strange thing is that the warning immediately disappears, and BlueJ is launched.
Any idea why this is happening? I should probably mention that I chowned the installation folder to root:wheel, so that it is no longer writable for my user account. This might be the reason for the warning to appear every time a launch the app, but even in that case, the app shouldn't just start without further confirmation by the user.

Ok, I found out that I was wrong, and the warning that pops up for a short moment is not the "The app was downloaded from the internet" warning.
If the BlueJ.app is not owned by root:wheel, but by my account, both warnings appear: The download-warning shows up normally and waits for confirmation, the other one pops up and disappears so quickly that I'm not able to read it.
I think I read something about network connections and whether I want to allow something or not, but I'm not sure.
Does anyone have an idea what this warning could be about and/or how I could manage to read it?

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Your question seems to be about a database application that now crashes when run on an updated version of Oracle database.
You mention "Proc" and ProC". If you are referring to the Pro*C compiler, that would also be a database question, since the Pro*C compiler is not related to Oracle Studio or Oracle Studio C.
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