First, you'll need to download and install Dymo's printer driver from their web-site.
Then, open the label you want to print in the mac Preview application. To open the print dialog, select File > Print.
From the print menu, select "Show Details" to see more printing options.
Select the correct paper size. You want the "4 in x 6 in" inch option from the dropdown.
Then just hit "Print" and you're good to go!