"FileName" is damaged and can't be opened. You should move it to the bin" when opening files from Finder
Apparently the document has a quarantine flag. You can verify the same by running the following command in the Terminal.app:

xattr &lt;path_to_the_document&gt;

which should display the following:


  com.apple.quarantine


To remove the quarantine flag from a document you trust is coming from a reliable source, run the following command:

xattr -r -d com.apple.quarantine &lt;path_to_the_document&gt;

The Terminal.app would ask you to enter your admin/login password. You can verify that the flag is removed by re-running the former command mentioned above.