When did you download the game, and from which site?

On all of my Macs (with versions of the game prior to a few days ago), the savegame files (FishTycoon1.ldw etc.) are located in the Fish Tycoon folder that was created when I uncompressed the game's download file (letting Mac OS X do its default "thing"). If you performed different steps when downloading and installing the game, then it would be difficult for me to know how you have things set up on your Mac. The savegame files must be somewhere on your Mac, or none of your player slots would work.

Once you find where they are, we will have a clue as to how to proceed.