Welcome to the forum!
Do you know whether CS-10 has latest firmware installed from here:http://europe.nokia.com/support/product-support/cs
I appreciate that it is "Catch 22" needing Windows PC to upgrade CS-10 for Mac use.
Pretty sure that Macbook Air running 32 Bit kernel not 64 Bit so this does not apply:http://support.apple.com/kb/HT3773
once oyu insert the CS-10 into the USB Port, it should be recognized as a CD Drive called "Nokia Modem". Open it to find the installer for Mac.