Thank you very much for pointing me to the tutorial!
i downloaded the wallet with Chrome. The problem is that the client does not load fully. The BTCD wallet icon shortly appears in the dock and then closes automatically. For that reason, there have not been created any system files.
Here is the crash report.
My guess is that the wallet is not compiled to work on os x 10.7. Many other coins' wallets have the same issue for 10.7