2) Click on the Unix checkbox if the .bib file will go to a Unix system.
3) Hit "Make .bib". You will be asked for a file name.
To use this file on the Mac, copy it to the folder with your paper, give it the name you use in your \bibliography command, and run MacBibTeX.
To use the .bib file on Unix takes a wee bit more work:
A) Move the .bib file onto the machine running BibTeX and give it the proper name.
B) Make sure all the .aux files are on the machine running BibTex. (If BibTex is running on Unix, and LaTeX is on the Mac, you will have to copy over all the .aux files and make sure the \includes in the .aux files point to the proper subsidiary files. If all your LaTeX files are in a single directory and don't have "\" in their names, then this shouldn't be a problem).
C) Run BibTeX
D) Copy the .bbl file produced by BibTeX to the system running LaTeX