Quick tutorial on obtaining your Steam DLC (specifically soundtracks) in OSX Lion.
In "Finder", press Command + Shift + G or under "Go" click on "Go to Folder. . ."
Enter "/Users/Your User Name/Library"
Open "Application Support"
Open "Steam"
Open "SteamApps"
Open "common"
Open your games and find your DLC, soundtracks, and so on.
Hope this helps!