Link for more information: http://www.wolfram.com/mathematica/new-in-8/
1. Mount & install the app from the DMG. 2. On a windows machine or in a VM or Crossover (it's on the site too), run the included keygen. 3. It will give you a License ID (That's the string that looks like Lxxxx-xxx), and when you run Mathematica for the first time, it will give you a MathID, a long sequence of characters. Input that in to the keygen and press generate, which will make a password. Put that in, and it will license and then you are SET. 4. Enjoy!
No need to block with Little Snitch. Also, if you already have a working Mathematica 7 install, you can just install over it and skip the keygen.