I think MTASC OSX user where quite pleased with the Package Installer
made by Steve Webster (see http://dynamicflash.com/mtasc/ ).
There's some infos on this post :
http://dynamicflash.com/2005/05/mtasc-106-os-x/
Steve installer was a nice addition.
Building haxe is really easy on osx.
Building neko only works with libgc-dev build from cvs.
One must be aware to turn on MACOSX=1 when using make for neko.
Creating an installer should be done with apple dev tools :
PackageManager.app
I never had time to test, and don't know if it hard to use.
HTH other osx users.
-----------
erixtekila
http://blog.v-i-a.net/
--
Neko : One VM to run them all
(http://nekovm.org)