Works for me and the ~ 30,000 people that have downloaded the dmg for 0.9.3 so far. http://code.google.com/p/calibre-ebook/downloads/list
And the calibre dmg has been signed since version 0.8.61 which was released in July. I happen to know that since I had the unmitigated pleasure of paying Apple for the privilege of developing signed applications for their OS.
So if you're having trouble with the dmg, I suggest you investigate your machine for the cause.