1. MTGox is a bit swamped these days so I suggest using other exchanges. You can wire money to exchanges or buy other currencies and sometimes over-the-counter coupons depending on where you are. Trade some dollars for BTC on Bitstamp or check
localbitcoins.com or
bitcoin-otc. There are a lot of other markets, see
this for more. I don't know if
this might help you.
2. I don't have that experience so I can't help you.
3. I don't own a mac but take a look at
this list.
4. The
wallet holds the
private keys to the bitcoin address which proves that you own it. In Bitcoin-Qt the wallet is stored in
wallet.dat and on web wallets it's stored in a database on their server. If you have bitcoins in a web wallet, you should transfer the bitcoins to an address in your local wallet. Another way to do it is to export the private keys (also called secret keys) to your computer and then
import them to your local keychain. Keep in mind however that even though you exported the private keys from the web wallet, they still know the private keys. That's why you should always send your money to a new address which you have created locally and only you know the secret key. For best security, you should create addresses offline and stored the keys on
cold storage.
