Just to let you know I'm having the same error on Snow Leopard (MacOS X 10.6.1, with XCode packages installed), after installing files:
fpc-2.2.4-20090926-i386-macosx.dmg
fpcsrc-2.2.4-20090926-i386-macosx.dmg
lazarus-0.9.27.21874-20090926-i386-macosx.dmg
I can execute a default project, but when I load my custom OpenGL app it doesn't execute. I deleted the app file, and Lazarus is not generating it, although it shows the linking message in debug output.
Hope they can fix it, in Windows Lazarus is working great!
Regards!