This is how to install PLEX Media Center on MAC OSX Systems, first goto the following url:
http://www.plexapp.com/download/plex-media-center.php and click on blue download button indicated below.
Now save the file to your computer & when finished downloading double click it to extract the zip file now double click on the extracted install file to begin installing. If all went well you should now see the PLEX Media Center as below.
Thats it you have now installed PLEX Media Center.