I'm actually a big fan of this particular approach. I feel as though the real way to solve the malware problem as it exists today on all platforms is user education in best practices. Vista's UAC nag screen (because that's all it is) is useless. You are presented with a dialog that looks the same every time. The Leopard one you describe actually tells you "you've never run this before, it came from blahblah.com website," and most importantly, I think, "click this button right here to visit the website you got this program from and see for yourself "

I think on the whole, you end up with fewer yet more meaningful dialog messages in the Leopard user experience, usually leading to the user actually reading and heeding them.