I have Intellij ultimate 11.1, with the scala plugin installed.
I installed scala 2.9.2 using homebrew, which put scala in:
/usr/local/Cellar/scala/2
The latest Brew has already realized this problem and created automatic symlinks upon installing Scala.
Firstly, install Scala with Documentation
brew install scala --with-docs
Secondly, provide the following path in IntelliJ
/usr/local/opt/scala/idea