Installing Mango on a Mac OSX computer is pretty simple.
Download the core zip file and any modules you want. Place them in a folder like /Applications/Mango
To make the ma-start.sh file executable you need to change the name to ma-start.command. Now you should be able to double click on it to start. Before it will work you need to edit the ma-start.command file and change the reference from ma-start.sh to ma-start.command on line 15.
Mac OSX should already have a Java JDK installed so the above steps should be all that is needed but please let us know if you find anything different.