The following quotation is from page 69 of the User Manual ( http://download.brother.com/welcome/doch000833/he1pe500ug04en.pdf )
Computers and Operating Systems with the Following Specifications can be Used
Based on that I would say that you would need to install Windows on your Mac.
However, when looking for that information I noted that a number of other models of Brother embroidery machines interface with USB memory sticks. There is no mention of that in the above manual for your model, but in the instructions for connecting to a computer on page 71 of the manual, it appears that it simply mounts the Windows computer as a removable disk. Based on that, you may want to try transferring the patterns from your Mac to a USB memory stick and see if that will work with the machine.
They do sell one (expensive) embroidery software program for the Mac, but there was no mention of what models of machines it would interface with or how the interface was done. That software is http://www.brother-usa.com/homesewing/embroiderysoftware/BESMonogramming/MacBroi deryEmbroiderySoftware.aspx#.U--MqEu9qlI
In summary, I would try two things:
Contact Brother Support: http://www.brother-usa.com/askus/default.aspx?PGID=3&R3ModelID=HE1#.U--PK0u9qlI
or try copying to a USB memory stick and see if the machine will recognize that.