Openframework initial download, example 'issues"

sorry for the boring enquiry, just struggling to get started.
Im running osx 10.7.5 lion so there was only xcode 4.3 available for me to download. once I downloaded the dmg file I wasnt sure what the instructions meant went it says to " mount the installer and run the XcodeTools package" there didnt seem to be that option so I clicked on the dmg file and the xcode icon popped up and that was it, nothing about customising installer options? so Im not sure what happened there… So I went ahead and tried an example script and got LOADS of warning issues as the instructions did say… cleaned it, ran again and got less issues i think but its still saying what I’ve copy and pasted below if that helps? wasn’t sure now how to get things started
if anyones available to help please do!
Thank you very much for reading

openFrameworks Group
‘TargetConditionals.h’ file not found
‘TargetConditionals.h’ file not found
‘TargetConditionals.h’ file not found
‘list’ file not found
Warning: The specified SDK “Current Mac OS” does not appear to have all of the necessary headers installed. Update your project to use a built-in SDK (“Latest Mac OS” is recommended) or install the system headers (included with the “Command Line Tools” package) from the “Downloads” pane in the Xcode preferences.

DId you copy the files from inside the dmg to your hard drive (to the Applications folder)? I you haven’t it might be the source of your problems.

Thanks for responding
There all in the Applications folder there was just the Xcode with the picture of the hammer above it icon that it opened no other folders but I did copy that icon into applications along with the openframeworks exampled folders