It looks like Vue is looking for content and can't find it at the right location. Is it looking for .prv files? When it asks for the texture, if you browse to the texture and click ok, does it load the object (not Vue objects, but for example 3ds or obj files?)
Is your content folder at this location: Application/E-on software/ Vue 8 xStream, etc? Because for example on WXindows, content is by default in a Documents folder. But I don't know about the mac.