I do recall files in my original Mac LU client saying Wine.something
So Transgaming’s cider is pretty close to wine and wine works well for me. So its a viable option

Ok so my understanding of a VM was pretty weak and thats why I third to compare the others to mine. Can a Moderator please edit this part of the post:

You first have to know what a virtual machine is. A virtual machine is basically a way to get 2 operating systems on your computer at once. They also take up space and SOME power if you running it and other games on your mac. BUT this is the easiest and best way to play Lego Universe on your Mac! You can play on the server shown on this website AND on your own server.
STEP 1
Getting the VM.
I recommend Parallels (http://www.parallels.com). Its the one I use. I also recommend Apple’s own VM.
It’s built into your mac but it’s only compatible with some Mac: http://www.apple.com/support/bootcamp/
And here are some other VMs:
http://www.vmware.com/products/fusion/
https://www.virtualbox.org