Hm...
There shouldn't be any special environment variables or anything like that that need to be set up.
Did you compile cocoahelper yourself? (If so, which version of XCode are you using?)
Lisp compiler name and version and 32/64-bit-ness would also help.
I suppose it would also help to know the graphics card model and version since not all Mac laptops use Nvidia any more.
I suppose you could try the binaries from Lispbuilder (see link below, near the top of the page). I'm assuming that the binaries you got were from SDL's home page. These (except for cocoahelper of course) should not be significantly different, although I did tweak the loader paths a bit to make things work when they're not in /Library/Frameworks directory (or equivalent user directory).
My environment is Mac OS X 10.6.8 with a 64-bit SBCL 1.0.46 and the binaries supplied by Lispbuilder. My graphics card is a Nvidia 9400M, and it's not super new so hopefully anything that came out in the last couple years should be able to run it.
--
Elliott Slaughter
"Don't worry about what anybody else is going to do. The best way to predict the future is to invent it." - Alan Kay