For years, I and many others tried to convince Apple to add composite device support to their CDC driver.
In November 2010, I finally got through to the right people at Apple. They agreed, but said they didn't have any standards compliant devices for testing. I quickly made a test device based on a Teensy 2.0 and custom code. I tested it carefully on Windows and Linux, and ran it with the USB-IF command verifier tool. I shipped it to Cupertino and hoped for the best.
In early 2011, I emailed their developer. Apparently he fixed the driver in a matter of days, but Apple has a lengthy approval process for releasing new code. You can see a message from late 2010 where they mentioned my device and its descriptors as "will be supported on the Mac in the fairly near future"....http://lists.apple.com/archives/usb/2010/Nov/msg00040.html
The "fairly near future" turned out to be 10.7 (Lion) released in the summer of 2011.
My understanding is 10.6.x has the old driver, which simply does not support CDC as part of a composite device.
However, if you *really* want to make this work on 10.6.x, many years ago I did discover a terrible hack that makes it work on Apple's old driver. It violates the USB standards and it not recognized by the Windows driver (at least the XP SP3 driver and Vista pre-SP1 driver), but the Linux driver is able to figure things out and use the device. Publishing code that does not work with Windows is not very practical.... but if anyone really wants that code, just email me directly, paul at pjrc dot com.