What about the built in tethering? Shouldn't need an app on this phone.
Exactly,unless you have a grandfathered-in unlimited plan w/AT&T,your data is yours to use as you see fit.Unless AT&T has some sort of fee for tethering.
SPRINT has this locked down,but,for as reason,as their data plans are unlimited,& data plans for hotspot/tethering come in various sizes & fees.(Some of the above-mentioned methods will work w/SPRINT,with or w/o rooting,depending upon method used).
Now for the OP's situation,I'd suggest looking in various forums(XDA or perhaps one of our sister forums here) for someone w/a Mac & SGS III w/AT&T service who may have had success w/tethering if any of the abovementioned suggestions haven't helped.
I do know that a combination of having the PRO version of FOX-FI installed on your phone (SPRINT SGS III) & PDA NET+ installed on the desktop(read PC/WINDOWS) works in both USB & BLUETOOTH mode.
You only have to pay for one of the licenses (FOX-FI or PDA NET+) for this to work.I'd suggest contacting the PDA NET+ developer/CSR for assistance if all else fails,as this has been a fairly successful & popular app for sometime now,& no doubt partially due to the support they provide.