Recently i've downloaded Wrath Of The Lich King on Mac OS X
The problem is that I can't play, the game will not run, i've an error message "Finder can not run this application"
Huh...
Well, if you friend also plays on Lordaeron, of course you can play with him ; just put the correct realmlist. But if he doesn't, you won't be able to play with him here. Hehe, Captain Obvious to the rescue.
You don't play "on WotLK". You play WotLK on this server, or this one, etc... See ?
With the client I gave you, you can play on every single 3.3.5a server (which is the last WotLK patch), by changing the realmlist to the server you wanna play on. If your friend plays on a 3.3.5a server, you can play with him. That's exactly what I said earlier. This does not depend on the client, it only depends on the server / realm you wanna play on.