I have managed to find a solution to the ones that has lion and cannot start Sage from the applications directory. These are the instructions:
1-Open the terminal window 2-Type: "login" and enter your username as user and password as your password in Mac OSX 3-Type "cd /Applications/Sage-4.8-OSX-64bit-10.6.app/Contents/Resources/sage" 4-type: "./sage -notebook" 5-#it will set the required permissions and ask for a login password. So select a password. Congragulations! you can now start sage app whenever you want to.