Instead of opening the file, you have to: extract it (crx are zip files), then visit chrome://extensions
, enable developer mode, and load unpacked extension
.
The reason for this is: lots of people try to abuse chrome apps/extensions to install nasty applications to your browser. So Chrome tries to make it impossible to automatically side-load these apps without you making sure that is really what you want to do.
So.. typical caveats of installing software apply when using this approach.