After reading your question carefully, I suspect that the Yamaha came with some MIDI editor software for which they did not provide a Mac version. If that is the case then I would agree with you that Yamaha is being lazy about giving Mac users some compatibility out of the box. I suspect that the Keyboard WILL work as a MIDI controller out of the box, however, and that you should be able to use it to control Garage Band, for example.
That leads to the next question: What exactly do you want to acomplish on your MacPro using the Yamaha as a controller? Since it has it's own sounds you can record the audio output into Garage Band and then do any (basic) editing in there. The Yamaha seems to have pretty basic sequencer capabilities (6 tracks, 5 songs) so I can certainly see how using the mac to record and edit your MIDI would expand your capabilities. To be honest, as a ProTooler I'm not too familiar with Garage Band's MIDI editing capabilites, but I suspect it covers the basics. I also suspect that whatever software was bundled with the Yamaha is also pretty basic, or "limited Edition" versions, etc.
If you are serious about recording and editing your music you might want to look into some of the other software packages that are out there. Logic Express from Apple is a pretty nice complement of features for $200 and Logic Studio for $500 should be able to do anything you might reasonably imagine is possible. There are others like Cubase, Ableton Live etc. If you need to do any recording using microphones, then you are likely to need some sort of audio interface with mic-pres and more than 2 input channels at a time. In this category, the MBoxes from digidesign are reasonable priced and you get ProTools software to boot.
My advice is to get the keyboard working as a controller for Garage Band first, play around with that program to see what a MIDI/audio sequencer can do, and then decide what capabilities you're going to need in the future.
