I installed MySQL on my Mac OS 10.6 about a week ago, and, after some playing around, got it to work just fine. It integrated with python MySQLdb and I also got Sequel Pro
First of all I suggest you to use homebrew to install any third part libraries or tools on your mac. Have a look to : http://mxcl.github.com/homebrew/
Otherwise for your problem you can search where is the mysql socket on your mac and then symlink it to /tmp.
In your terminal try something like :
locate mysql | grep sock
You will get something like :
/the/path/to/mysql.sock
Then do :
ln -s /the/path/to/mysql.sock /tmp/mysql.sock
This should works.
Also you can edit your php.ini file to set the correct path for the mysql socket.
Hope this help.