try running this command in terminal before downloading and running the mac app. sudo spctl --master-disable

you should also check your system preferences to make sure you allow apps downloaded from anywhere to be opened and not just the app store.

lastly another a user (DEF) made a modified mac app that runs a little smoother. you can check that out here: http://gewaltig.net/Forums/Thread.aspx?pageid=1&t=996~1

alternatively wine is a program you can download for mac that will allow you to run the windows version (though in my opinion it has a little lag)