You should be able to run Mendix in a VM (Paralells VM for example) without problems. There isn't a Mendix version available for OSX.
Mendix 7 will have a web version of the modeller. It is schedueled to be release on the 21st of February. Hope that will help you evaluate Mendix.
As Aswin mentiond, Mendix runs fine in a VM under OSX. And with a few commands in Terminal, you can access the VM localhost with Safari (or any OSX browser).
If you can provide us with a copy of your error, we can help better in getting this going on your Mac.
Thank you for your kind replies. I would expect a vanilla setup to simple work, must be the marketing :_)
I will wait for the Mendix 7 web version then and should probably read the docs in the mean time.