First download this regedit file and SDA Unlocker file and remove the ".txt" extensions.
Copy the regedit file to your \storage\windows\start menu\ folder
Open Reg edit and change the values shown here:
HKLM\Security\Policies\Policies\00001001 = 1
HKLM\Security\Policies\Policies\00001005 = 40
After changing the values above, use the SDA Unlocker to unlock your phone (while it is synced with your PC.)
That's it. Now you can install any app you want.
Thanks to GPCARREON for the help.