I think your best bet is to use an SD card reader, and copy the files directly through the Finder. I don't think there's any native Mac support for transferring files to the KRZR itself via the Finder or iTunes, and I'm all but certain that the CD you mentioned is PC only. This is what I've done with my RAZR v3xx which seems to be similarly limited.
The only phone I know of with actual iTunes support is the SLVR L7 (well, and the original ROKR), which is a bit dated at this point.