Here is how you install PEAR on Mac OSX:
sudo mkdir /usr/local/temp; sudo chmod -R 777 /usr/local/temp; sudo mkdir /usr/local/share/pear; sudo chmod -R 777 /usr/local/share/pear; curl http://pear.php.net/go-pear | sudo php;
Set /usr/local as path prefix and install.
You should then be able to use pear, e.g.: pear help.
In order to install modules you also need a temp dir:
sudo mkdir /usr/local/temp; sudo chmod 0777 /usr/local/temp/;
You can now install PHPUnit:
sudo pear channel-discover pear.phpunit.de; sudo pear install phpunit/PHPUnit;