I've been playing around with Pandora's Jar on OS X also, and I've figured out most of the things you have issues with.
I don't know what version of Flash is used in OS X, but the most current version saves the files to ~/Library/Caches/TemporaryItems, where ~/ stands for your home directory. The items stored on your computer by Pandora are respectively named plugtmp1-1, plugtmp1-2, etc. To play them, just copy the files from that folder and append .mp3 to them.
To get the script file to work, open up the Terminal program (by default located at /Applications/Utilities/) and, browse to the directory where you unzipped Pandora's Jar (and downloaded the script file)- you can review unix commands on Google, yet you use the cd command to change directories -
for me, I type:
cd ~/Desktop/pandora
Then to run the script file, type:
sh pandora.sh
This guide assumes that you have already modified the file to work on your computer. To do that, open it up using a text editor (I use pico), and change the port number to whatever port you want to use ( I use 8086), change the file address to correspond to where the pandora.jar files is, and then save it.
Here are the commands in Terminal if you were using pico and keep your script file in the same place I keep mine.
pico ~/Desktop/pandora/pandora.sh
Edit the file
Type: Ctrl^O to save, and hit ENTER.
