A little help from GOOGLE WHICH YOU DIDN'T USE.
There is a .blender folder. It's hidden. You need to find a way to make hidden folders visible.
I use Tinkertool which is free (Google it, I don't have the URL). Install Tinkertool (easy) and select 'Make hidden files visible' (or something to that effect) then have Tinkertool restart the Finder. all .* files will be visible in the Finder and will be accessible justl like regular files - be careful though when mucking around inside your System folder.
Anyway, with the hidden files visible, ctrl-click on the Blender icon and a menu will appear - select 'show package contents' (or something like that) and you will get into the Blender package. open Contents -> .blender -> scripts. Copy your script into that folder, start up the Blender app, go to the scripts window, select 'update menus' and viola! It should appear.
However, when putting in a folder rather than just a single python script, I have found that most of the python scripts disappear from the Python menu. I'm going to ask around here about this weird behavior.
-- Anthony