Open a Terminal window, and drag the file "dnetc" into the terminal window, which should result in a path that looks something like this:
[localhost:~] chrisvre% /Applications/dnetc/dnetc
(may vary according to your folder structure-- I've got the client in a folder called "dntec" in my Applications folder)
Now, in the terminal window, type -config to set up your client options.
When you've done that and exited, repeat the above process, ecxept this time, type -runonline and the client should launch.
Good luck, and get to crunching!
CV