1. Set up a new enviroment in MAMP PRO

2. Use the web browser to access to it. Verify it’s working.

3. Access to your PhpMyAdmin

4. Create a database and optionally import Sample Data.
Download all files you need from: http://www.magentocommerce.com/download/noregister

5. Browse again your site and the Install Wizard will show. Follow my screenshot:

Done!

Important
Maybe you will be not able to log in in your backend (admin). It happened to me.