Okay, here are the exact steps. If they don't work for you, complain loudly to Telltale that I shouldn't be having to fix their game for them.
1. In the Finder, click the Go menu, choose Go to Folder...
2. In the box that appears, type ~/Library/Application Support/Steam/SteamApps/common/the walking dead/TheWalkingDead.app/Contents/Resources/Pack
3. You should now be in the correct folder! If it can't find that folder, again, complain to Telltale (unless you didn't buy the game on Steam or put your Steam folder somewhere weird).
4. Copy (not move) the prefs.prop file from the 'default' folder to the 'WalkingDead102' folder.
5. Start the game.