I recall hearing that some OS X users are having problems with the installer for the prebuilt Gambit. Unfortunately I can't reproduce the problem on my computer, so I can't debug this.
I would like OS X users to try the most recent installer (http://www.iro.umontreal.ca/~gambit/download/gambit/v4.7/prebuilt/gambc-v4_7...) and if the install fails, send me the detailed error log (which you can save to disk by selecting the "Installer Log" item in the "Window" menu).
Marc