It also has cheat support for Game Genie, Pro Action Replay, etc.
Sega CD games run flawlessly and contrary to popular belief, MacGens pretty much runs on any Mac OS, Tiger and up. It has a quirky and imperfect interface but is perfectly functional just as if you were using the Windows version.
So the only solution I can offer is to download MacGens. Don't mean to be a downer on the developers on the Mac OS X version of Kega Fusion but since there is no direct equivalent to the Sega Cue Maker program on Mac, most of us on Mac are screwed when it comes to hearing CD music in Sega CD games on the Mac OS X version, that is unless someone knows of a trick to use in Toast Titanium or some other disk image management program for Mac.