1. Right click on the game
2. Click "Show Package Contents"
3. Go into the Contents folder, then the MacOS folder - there should be a document with the game's name in there
4. Open Terminal
5. Type "chmod +x" in the Terminal window and then drag the document into the window; it should then look like "chmod +x <insert document name here>"
6. Hit enter
7. Try launching the game again
That's how I got it to work. The chmod +x command turns documents into Unix-executable ones and allows your Mac to actually run the program. If you ever come across a game that you can't open despite being a Mac build, try that - usually that's the problem, in my experiences anyway.