Hi Miguel,
This is a permissions issue. The update system needs to copy some working files to the "downloads directory" currently defined in the application preferences. Admittedly, "can't find required components" isn't the most useful error message in this case. You (that is, the user you're running PixInsight as) don't have write permissions on that directory, or OS X is messing with the required files in some "intelligent" way.
By default, the downloads directory is /tmp. You can either grant write permissions to yourself on /tmp (which customarily should be enabled by default on a typical UNIX system), or select a different directory where you have full read/write access. You can change the downloads directory as follows:
- Select EDIT > Global Preferences from the main menu.
- On the Preferences window, select the Directories and Network item on the left panel.
- On the Downloads directory section of the right panel, click Select directory. Typically, you may want to choose a folder under your home directory, where you normally should have full read/write permissions (fingers crossed, as we have seen all kinds of odd permissions problems on OS X).
I'm going to write a new FAQ entry with this. Let me know if this solves the problem.