To use the library, the user needs to add the following environment variables:
export DYLD_LIBRARY_PATH= $HOME/mosek/6/tools/platform/osx64x86/bin:$DYLD_LIBRARY_PATH
suppose you put Mosek under your home directory.
Before Mountain Lion, the environment variables were put in .MacOSX/environment.plist. However, this method is no longer supported by OS X 10.8. Therefore, we need to put the variables in /etc/profile, and execute MATLAB from terminal
Finally, remember to add mosek/6/toolboxs/r2009b into your MATLAB path. Then you can run Mosek on Mac!