I made a little installer(see Install OpenNI the short way), if this doesn't work for you, than you should install it the offical way. For my tests i used only OSX 10.6., with 10.5 i had some problems.
Install OpenNI the short way
Download the Installer
Unzip the file and open a terminal window
Go to the unzipped folder 'OpenNI_NITE_Installer-OSX'