OK... so here is what you have to do...

1- Create a directory and call it YourGameName.app
2- It will change appearance st away
3- Right click on it and select Show Package Contents
4- In the open directory create a directory called Contents
5- Open Contents up and create two directories in there: MacOS and Resources
6- Stick the Game executable under MacOS
7- All the images and music used in the game should go under Resources
8- In Contents add a text file called PkgInfo with the word APPL in it
9- In Contents add a text file called Info.plist this file should contain
Code:
<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE plist PUBLIC "-//Apple Computer//DTD PLIST 1.0//EN" "http&#58;//www.apple.com/DTDs/PropertyList-1.0.dtd">
<plist version="1.0">
<dict>
	<key>CFBundleDevelopmentRegion</key>
	<string>English</string>
	<key>CFBundleExecutable</key>
	<string>Execuable Name as in MacOS</string>
	<key>CFBundleGetInfoString</key>
	<string>Copyrights © Your Company - 2006.</string>
	<key>CFBundleIconFile</key>
	<string>your application icon.icns</string>
	<key>CFBundleIdentifier</key>
	<string>com.yourcompany.yourgamename</string>
	<key>CFBundleInfoDictionaryVersion</key>
	<string>6.0</string>
	<key>CFBundleName</key>
	<string>Yourgamename as used in yourgamename.app</string>
	<key>CFBundlePackageType</key>
	<string>APPL</string>
	<key>CFBundleShortVersionString</key>
	<string>0.1</string>
	<key>CFBundleSignature</key>
	<string>pick a signiture</string>
	<key>CFBundleVersion</key>
	<string>Your game name Mac OS X Intel v0.1</string>
	<key>LSHasLocalizedDisplayName</key>
	<false>
	<key>NSPrincipalClass</key>
	<string>SDLApplication</string>
</dict>
</plist>
10- you need to create yourgame.icns and place it in the Resources directory.
11- and finally right click on the yourgame.app and select get info, do the same for your created yourgame.icns, copy the image from the icns file in the top left hand corner of the dialog and paste it onto the image on the dialog from yourgame.app.

If this does not make any sense, I think I need to talk you through it over an im session.