I don´t know yet if this is a system problem, but I recently upgraded to OsX 3.6 and with the new release project files doesn´t have its icons: when I double-click them the system says that cannot open the aplication because it is damaged or incomplete…? But if I open first Blender, or if I just drag the project files upon the aplication icon, they open and works fine. I have seen this odd behaviour since last two or three CVS builds, and it is still there in the oficial release.
1.) select one of your .blend files
2.) hit command + i
3.) where it say ‘Open with:’ select Blender from the drop down menu
4.) click Change All
I think the problem has to do with the fact there is no installer for Blender in OS X, you have to manually drag Blender to the desired location on your HD from your disk image to install. My guess is that in the process of doing that (ie., erasing your old copy of the app) the link to Blender is broken. Performing the above steps will reestablish it.