Hi Mike,
Amiga Emulation on the mac is lightyears behind Windows unfortunatley. :-(
Firstly which OS do you use? If you are using OS X then make sure you are using MaxUAE rather than MacUAE. MaxUAE is OS X native and is still (slowly) being developed.
Also do you have a kick.rom file? Without this you aren't likely to get very far.
If you are using OS X and you have a ROM file (or a means of transfering data from a real amiga to your Mac) then drop me a PM and I'll guide you through it via email :-)