I just tried to install DJMAX Trilogy on my 2011MBP.
The installation of the game worked flawlessly. But the driver for the USB-profile stick wouldn't install. More likeley the Setup won't launch.
I will try once more to install the driver seperately.
EDIT
The game installs, the driver installs too but isn't working. So whenever you try to start the game it gives an error that the correct USB-Key cannot be found.
Just by the way: I had the same problem with wine on Ubuntu.