If you didn't buy the hosted Mac builder with B4i, you'll need to get the B4iBuildServer running first.
You'll need to run the BuildServer from the command line on the Mac, Open a terminal. CD to wherever you saved it and type
java -jar B4iBuildServer.jar
(check the capitalization is the same as the file name)
It should then run, and you should be able to connect from B4i IDE and compile the B4i-Bridge.