Do .dmg files need to be signed?

Question

I've packaged my mac application into a .dmg file, but when I mount the file and double click on the app I get this warning "MyApp is an application downloaded from the Internet. Are you sure you want to open it."

I don't want my app to look suspicious. I know that in Windows you need to sign your installer so the OS doesn't display the scary red stop icon and the "Unverified"/"Unknown" label, is it the same for OS X?

Answer 1

No, you will always get that notification the first time you start anything you downloaded. It's a flag set onto the files extended attributes.