Pues yo no he probado desde un MAC, pero en su web puedes leer esto:
XLink Kai is a global gaming network - bringing together XBox, Playstation 2, Gamecube and PSP users, in one integrated community. It is software running on your PC or Macintosh that allows you to play system-link enabled games online for free. Kai is the only service that is not console specific, and boasts one of the friendliest communites available
Asi que deberia funcionar.