I started down the same path as you with my Macbook Pro early-2011 model, and got the same error. My model includes the Intel HD Graphics 3000, and there are no Intel-based OpenCL drivers for it. When I did enable a miner on the Core i7 CPU alone, I got 1.8Mh/s using the CPU, which is poor.
AFAICT, even if you have an OpenCL-compatible Intel GPU, (the Core i5 and i7 are OpenCL compatible on Windows, and Xeon and Xeon Phi on Linux) I've read nowhere that states it's even possible to "GPU mine" with it, either Linux/Windows/Mac... I may be wrong :)
If you have an earlier Macbook Pro, a model that includes an NVIDIA GPU, like the GeForce 650M or 9600M GT, you may have some luck getting OpenCL to work. You can try reading the How to Run Bitcoin Miner on Mac OS X guide, but even if it works you'll only get 3.8Mh/s (still not very good).
In short, unless you can get at least 300Mh/s, like from an AMD GPU, it's probably not worth the cost in electricity.