I just got mine to connect after Nike sent me the following.
Search for "Disk Utility" then run the Disk Utility application.
The disk drive should be listed and below that it should say, "Macintosh." Highlight Macintosh.
There are four tabs. Click, "First Aid."
Near the bottom, click the button, "Repair Disk Permissions."
After it completes, Quit the app.
Run the installation again by doing the following
1. Download the Mac OS X version of the Nike+ Connect software directly from http://nikeplus.nike.com/plus/support/#answers/detail/a_id/20874/p/3169,3174 by choosing "Mac OS X v10.5+" from the "Choose One" bar. Open the Nike+Connect.dmg file.
2. Drag "Nike+ Connect Installer.mpkg" to the Desktop. Close the window.
3. Ctrl-click "Nike+ Connect Installer.mpkg" on the Desktop and select "Show Package Contents..."
4. Open "Contents", then "Packages".
5. Drag "nikeconnect.pkg" to the Desktop. Close the window.
6. Ctrl-click "nikeconnect.pkg" on the Desktop and select "Show Package Contents..."
7. Open "Contents".
8. Drag "Archive.pax.gz" to the Desktop. Close the window.
9. Doubleclick "Archive.pax.gz". A progress bar will appear briefly, and then a Nike+ Connect icon will appear on the Desktop.
10. Delete "Archive.pax.gz", "nikeconnect.pkg", and "Nike+ Connect Installer.mpkg" from the Desktop.
11. Move Nike+ Connect.app from the Desktop to your Applications folder.
After you have moved the Nike+ Connect.app to your applications folder you cand also move to your dock. After doing so then run the Nike+ Connect Installer.mpkg.
The install directions will come up, follow them and now when it indicates the Nike+ Connect software is installed the icon on your dock should now be bouncing up and down. Click on it and then close, do not connect your nike device yet.
Restart your computer and then try connecting your device.
Hope this helps!