GameMaker Studio installs into CrossOver easily as long as you keep some things in mind. Please read these notes before you complete the installation.
Be patient
There is a lot to download. First, CrossOver will download and install all of the .NET Framework components for version 2 (and its service packs) and version 3.5 (and its service pack). In addition, GameMaker itself is over 100MB and may take some time if you have a slow internet connection.
GameMaker Update
When you reach the stage of the install where GameMaker is updating and the New Project window is open (but is completely black except for a small grey text box in the middle. Close the New Project Window. Otherwise, the install will lock up after it has updated and is ready to relaunch. You can close the New Project Window by right clicking anywhere on the window area and clicking close from the pop-up menu.