Some retailers accidentally sold World of Goo boxes that are marked as Windows+Mac, but contain only a Windows installer. This includes boxes sold by the Apple Store, Best Buy US, some German game shops, and possibly others.

If you received such a box, the best way to resolve this, is as follows:
1. Contact the publisher and explain the problem; they should have a replacement box for you.
2. If you can't wait, contact 2D Boy directly through their contact form (http://2dboy.com/contact.php) and tell them when and where you got your game. They'll get you a downloadable copy to tide you over.