UAE for OS X (I'm sorry Richard Bannister you are still awesome) sucks compared to WinUAE. Hands down WinUAE just rocks.
What I do is run WinUAE under WINE for OS X via MacPorts. Its runs great and allows you to do everything in WinUAE that you would do on a real Windows PC.
You can get MacPorts from here:
http://www.macports.org/If you need more help let me know.
Cheers!