I know your pain. The good news is that ExaChess is a very good program, and they are now working on version 4, which should be out in the next couple of months.
I installed Chessbase Lite on a Parallels instance of Windows XP on my Mac and quickly realized that I actually prefer ExaChess. Give it a try. Word is that 4.0 will be greatly improved/modernized and better looking to boot. (I've even heard that they are lowering the price for the Pro version!)
ChessBase needs to make a version of the product for Macintosh. Why they haven't is beyond me.