If you are running this on a Mac with integrated Intel GMA 950 video (such as a MacBook or the cheapest iMac), be sure to use software rendering (not OpenGL, which it defaulted to on my system) in the Display->Renderer section of Preferences.
I recently switched from a PowerBook G4 to a 2 GHz Core Duo MacBook, and I was wondering why certain Atari games I still play (most notably M.U.L.E. and Murder on the Zinderneuf) ran like molasses unless I sped up the emulation speed to at least 150%. That's a bad solution as it then makes other less graphically intensive Atari programs run too fast. As soon as I set the graphics rendering to "Software", all my problems ended. Amazing that a dual-core 2GHz CPU is so hobbled by integrated video that it ran this slower than a 4 year old 1.25 GHz G4 PowerBook with a Radeon 9600 video chipset in OpenGL mode. Those of you with MacBook Pros or desktop Macs other than the lowest-end "educational edition" iMac won't ever see this problem, but a lot of us like the small size of the MacBooks, not to mention the price.
Also, be very careful with the setting the filepath to the Atari ROMs folder. Setting this up and then moving the "Atari800MacX" application folder into anything other than the main /Applications folder will cause a loss of ability to find the ROMs unless you manually reset the filepathing. No ROMs and Atari800MacX doesn't run at all.
P.S. Atari ROMs are easy enough to find with Google, but you will have to do it yourself and set a few preferences up before this will work. Once things are set up, it's quite easy to use, and runs flawlessly. I'm sure I'm not the only one who still enjoys retro games like Archon or Jumpman.