Hi CK,
I don't have a Mac so I can't help you much with MacUAE but I beleive that it should be similar to UAE or WinUAE.
Do you have any previous Amiga experience or a newb? Only, asking so we know how deep to go in the details. It does sound like you have MacUAE running.
The kickstart rom files, as I remember, are on the CD-ROM or on hardisk in a directory called something similar to \Emulation\shared\rom\.
If you can't find that directory, just do a search for ".rom" files.
The DF0: file? Well, this could simply be that the UAE is looking for the Workbench disk. A workbench disk would be named something like "amigaos-310-wb.adf". Again search for ".adf" if needed.
The Amiga looks for two main things during its boot up.
1.) a kickstart rom (or a kickstart rom image for UAE)
2.) a workbench /operating system disk(or disk image for UAE)
If you tell MacUAE where to find both of these things it should boot up to the Workbench screen.
Hope this helps some.
Regards,
AmigaEd