I resolved this by running:
chmod +x /Applications/Coollector Movie Database.app/Contents/MacOS/Coollector Movie Database
It's weird that you had to do that. Normally, the first time you run the program, OS X should tell you that the file was downloaded from the internet, and ask you if you're sure you want to run it.
Or maybe it's a problem with gatekeeper... What are your gatekeeper settings ?
It runs, but I still get segfaults (eg if I hit "Hide Others" or "Show All").
If there's a bug, I'll be happy to fix it. But I don't understand what's "Hide Others" and "Show All".