I definitely recommend that you download the trial of CrossOver Games to try it before you buy it. That way, there's no question about whether it performs to your satisfaction. Depending the GPU in your MacBook, it may be underpowered for 3D-intensive games.
I actually don't know what the difference is between the CD and NCSoft ways of buying Guild Wars. Ultimately, they both require that you download most of the game content, because it's updated frequently and the CD will have out-of-date data. The question is how you obtain a username and password with which to log in. Presumably the CD comes with a key that allows you to register for an account.
You can tell CrossOver Games to download and install Guild Wars. That will let CrossOver Games apply its built-in smarts to configure the bottle correctly. Then, you can try installing from the CD as "unsupported software" -- since the smarts have already been applied, the unsupported mode (which doesn't have smarts) should be sufficient to run the installer from the CD.