Hi there!
Im also using mac, and it works ok.
You should start by installing app manager and start it up.
It auto-created a folder on my sd-card called something like app manager files.
I dropped a bunch of apps into that folder, and even a few sub-folders.
So next step is to connect the hero with the usb cable and mount it (by flipping down the notifications bar and selecting it.
Copy the files to the above mentioned location, unmount the card and mount it again on the phone (again, notifications bar).
Then you can select to install apps from sd-card in app manager, by browsing the folders.
I often fail to find a usb cable laying around my computer (macbook) and have therefore found an alternative way.
If youre on a private network, you can enable webserver and use the /Library/Webserver/Documents/ (the webservers root folder) to transfer them wirelessly to the hero.
You activate webserver in the system preferences, in Sharing.
Just tick the box next to webserver and youre good to go

Your computers address will also be visible when you highlight the sharing service.
Then you can navigate to your computer using its ip (from the hero), and simply click the files youre after.
If its an application, you must manually install it by clicking it when downloaded in the downloads tab.
I hope im not insulting you by taking it slow.. i figure sooner or later a newbie will find this and be glad i took the extra step