The "damaged application" message is a cryptic reminder that Energia isn't signed and thus not truth-worthy according the Mountain Lion.
Proceed as follow:
Launch Systems Preferences on the Apple menu
Select Security and Privacy
Click on the padlock, type your password and confirm
Select Authorise the apps downloaded from everywhere and confirm
Go back to the folder containing Energia
Ctrl-click on Energia and select Open
If a message asks you to confirm, confirm
Once Energia is running, go back the the Systems Preferences and select the previous setting for Authorise the apps, either Mac App Store or Mac App Store and Identified developers.
Next time you double-click on Energia, the application will be launched normally.