[Zyonin]

To the OP, just so you know, Mac OS X is not the only OS that will throw that message. Linux (Ubuntu 9.04) does as well. It's nothing to be afraid of. As others have stated, Minion is a bit different from other Java based applications as it uses a multi-platform Java Web Start installer (thus the .jnlp extension). Vuze and JDownloader both use Mac specific installers.

Java Web Start is a multi-platform installer for Java based applications that uses a very small file to download load the application's files. It's not that common at the moment, however I would not be surprised to see it used more in the future for Java based programs that install from the Internet. I have run across it twice so far, for Minion and for an older WoW UI updater called NetherPanel (now dead). NetherPanel was also multi-platform. A similar type of installer is Microsoft's ClickOnce installer for .NET based applications for Windows.

I am very security minded myself when it comes to my PC, thus I am very careful to what I install (even on my current machine which is a Linux box). However Minion CAN BE trusted.