The guide may be right. So import a CS3 project into a PC CS4 project and then transfer to a MAC.
Why anybody would use a MAC is beyond me and transferring from a previous version to a new platform may be asking for difficulties.
The CS4 guide says the following:
"You can add the contents of a project made with Adobe Premiere Pro CS3 on either Macintosh® or Windows."
I'm not sure what makes you think CS3 projects cannot be imported into CS4 projects on a Mac according to the guide.
Yes, but after that it says:
"In addition, in Windows only, you can import a project made with earlier versions of Adobe Premiere Pro, or Premiere 6.0 or 6.5."
and that's the problem.
In addition, premiere itself says that it can't do it.
but after that it says
After that it is talking about versions prior to CS3.
I suspect you are not giving us all the details, that's why we can't make heads or tails of your problem.
The way I read things, the OP started a project in CS3 on Windows, and now wants to open that in CS4 on a Mac.
I can very easily believe that's not going to work, and nothing quoted so far says that it will. The few lines quoted can very easily be interpreted as meaning that CS3 projects will open in CS4, bot only if you keep the same platform. It'll work on a Mac if both CS3 and CS4 are on a Mac. It'll work on Windows if both CS3 and CS4 are on Windows. It may well not work going from Windows to Mac.
Just to make sure that I am clear, you have a CS3 Mac Project, that will not Import into CS4 Mac. Is this the case?
Now, if you have CS3 PC Project, it is my understanding that you will need to Open that on a CS3 Mac, then do a Save_As. From there, you *should* be able to Open the CS3 Mac (now) Project in CS4 Mac.
Just before the changeover, there was a post along these same lines. The Mac user needed to find someone on CS3 Mac, to Open/Save_As on the Mac, so he could bring it into CS4 Mac. You might have luck looking for that article and seeing if there were any tips offered, that would help you.