Google wants your Chrome browser safe and therefore discourages users from installing any web apps and extensions that aren’t available in the official Chrome Web Store.
Also see: View Source of a Chrome Extension
If someone tries to add an unapproved extension (CRX file) or a user-script (*.user.js) in Chrome, the browser will throw a yellow warning message as shown in the above screenshot.
There’s however an easy workaround to this problem.
First download the CRX file of any Chrome extension /web-app to your computer. Then click the Settings icon in Chrome (previously a Wrench icon) and go to Tools -> Extensions. Drag and drop the CRX file on this page and Chrome will gladly install the add-on.
Here’s a video demo illustrating all the steps in detail. The same technique can be used to install the unofficial Greasemonkey userscripts in Chrome.