Scorp, I'm using OS X also. Try this:
1. Go to the Finder
2. In the Go menu, choose Go To Folder...
3. Type ~/.nexuiz
(the squiggle is just below the ESCape key in the upper left of your keyboard)
4. Click the Go button
This will open your hidden .nexuiz folder. I hope this helps.
Can a forum admin make a Mac OS X sticky somewhere with this information? It is probably one of the most common Mac questions.