Here is the step-by-step solution to get it works
1. Setup a working directory, i’m using ~/build-temp/
infidel:~ goo$ mkdir build-temp
infidel:~ goo$ cd build-temp
2. Download Proxychains from here (you may using wget or via the browser) and extract
infidel:build-temp goo$ tar xzvf proxychains-3.1.tar.gz
3. Download the patch file for Proxychains here (thanks to chrootlabs guy)
infidel:build-temp goo$ wget http://chrootlabs.org/bgt/proxychains-3.1_osx.diff
4. Patch the Proxychains
infidel:build-temp goo$ patch -p1 < proxychains-3.1_osx.diff
5. nstall the Proxychains
infidel:build-temp goo$ cd proxychains-3.1
infidel:proxychains-3.1 goo$ ./configure --PREFIX=/opt/local
infidel:proxychains-3.1 goo$ cd proxychains
infidel:proxychains goo$ make
infidel:proxychains goo$ sudo make install
6. Create symbolic links to make it run from anywhere
infidel:proxychains goo$ mkdir ~/.libs infidel:proxychains goo$ mkdir ~/.proxychains infidel:proxychains goo$ ln -s /opt/local/lib/libproxychains.3.0.0.dylib ~/.libs/ infidel:proxychains goo$ ln -s /opt/local/etc/proxychains.conf ~/.proxychains/
7. Now comment out the proxy_dns option in proxychains.conf file (this causes trouble)
infidel:proxychains goo$ sudo nano ~/.proxychains/proxychains.conf
8. Proxychains should works now, you may test it using lynx
infidel:~ goo$ proxychains lynx ipchicken.com