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My guess is that /opt/local/bin is not in your PATH for GUI applications. If you open a terminal and start the sage server there, I bet it will work (and I think you indicate that it does).

What happens is that GUI applications (including Sage.app) do not read .bash_profile etc. when they start up so they don't get any changes to PATH made there. You have to edit the file ~/.launchd.conf (10.7+) or ~/.MacOSX/environment.plist and add the correct PATH there. See this stackoverflow answer for details.

My guess is that /opt/local/bin is not in your PATH for GUI applications. If you open a terminal and start the sage server there, I bet it will work (and I think you indicate that it does).

What happens is that GUI applications (including Sage.app) do not read .bash_profile etc. when they start up so they don't get any changes to PATH made there. You have to edit the file ~/.launchd.conf (10.7+) or ~/.MacOSX/environment.plist and add the correct PATH there. See this stackoverflow answer for details.

This is a very common problem on stackoverflow and similar sites. I wish I could figure out a way to make this easier for people to discover.