Introduction to application security
If you get a security or certificate error when trying to install an application such as ControlFreak or Calcium it's probably because your phone's security settings only allow signed applications to be installed.
Changing this setting is usually pretty easy but you should be aware of the risks when doing so. Installing unsigned software is potentially risky if the software comes from an untrustworthy source. Never install software on your phone (or on your computer for that matter) if you don't trust the source of the software.
Start by opening the Application Manager (also called Manager). Since Nokia keeps moving it around, finding it may actually be the hardest step ;-) Depending on your phone model, it should be in the main level or tools folder of your phone's menu.
Choose Options > Settings
Change the setting Software installation to All
That's it. You should be able to install ControlFreak or Calcium now.
Note: If you can't change this setting it is probably because your phone was provided by a phone company that does not allow unsigned software on their phones. If so, we're sorry but there is not much you can do about it...